+99.3%
HLT vs KGC
+524.7%
-425.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.2% |
| 30D | -5.0% | +6.1% | -11.2% | -5.5% |
| 3M | -10.4% | +17.3% | -27.7% | -11.6% |
| 6M | +3.2% | -10.3% | +13.5% | +3.2% |
| YTD | +6.7% | +3.9% | +2.9% | +5.4% |
| 1Y | +10.3% | +25.7% | -15.5% | +7.3% |
| 3Y | +99.3% | +526.0% | -426.6% | +68.0% |
| All | +99.3% | +524.7% | -425.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling