+138.4%
HLT vs KGC
+453.5%
-315.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.6% | -5.6% | +4.0% | -1.0% |
| 30D | -5.0% | +6.1% | -11.2% | -5.8% |
| 3M | -10.4% | +17.3% | -27.7% | -12.2% |
| 6M | +3.2% | -10.3% | +13.5% | +3.6% |
| YTD | +6.7% | +3.9% | +2.9% | +4.8% |
| 1Y | +10.3% | +25.7% | -15.5% | +5.4% |
| 3Y | +99.3% | +526.0% | -426.6% | +48.5% |
| All | +138.4% | +453.5% | -315.1% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling