+2.7%
HL vs KGC
+206.6%
-203.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -1.9% | -3.5% |
| 7D | -7.6% | -4.1% | -3.5% | -5.3% |
| 30D | -17.5% | -11.6% | -5.8% | -11.1% |
| 3M | -26.2% | -24.5% | -1.7% | -13.1% |
| 6M | -35.1% | -34.6% | -0.5% | -16.2% |
| YTD | -30.4% | -26.2% | -4.2% | -14.4% |
| 1Y | -14.0% | -20.1% | +6.2% | +2.1% |
| 3Y | +256.3% | +312.4% | -56.1% | +78.5% |
| 5Y | +112.5% | +224.9% | -112.4% | +23.5% |
| 10Y | +131.3% | +608.7% | -477.4% | -4.5% |
| All | +2.7% | +206.6% | -203.9% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling