+155.8%
HON vs KGC
+637.7%
-481.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +1.4% | -6.7% | +8.1% | +1.9% |
| 30D | +7.5% | -6.7% | +14.1% | +7.9% |
| 3M | -4.3% | -22.6% | +18.2% | -3.0% |
| 6M | -1.5% | -33.4% | +31.9% | +0.7% |
| YTD | +10.5% | -26.0% | +36.5% | +12.0% |
| 1Y | +8.5% | -18.3% | +26.8% | +9.3% |
| 3Y | +28.0% | +315.8% | -287.8% | +15.8% |
| 5Y | +12.0% | +225.7% | -213.7% | +0.8% |
| All | +155.8% | +637.7% | -481.8% | +133.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling