+3.1%
HON vs KGC
+454.1%
-451.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -15.4% | +10.5% | -25.9% | -16.5% |
| 3M | -9.1% | +19.8% | -28.9% | -11.3% |
| 6M | -17.1% | -6.7% | -10.4% | -17.1% |
| YTD | +1.5% | +7.8% | -6.3% | -0.4% |
| 1Y | -1.3% | +35.7% | -37.0% | -5.9% |
| 3Y | +19.5% | +553.7% | -534.1% | -7.6% |
| 5Y | +3.1% | +461.7% | -458.6% | -21.8% |
| All | +3.1% | +454.1% | -451.1% | -21.8% |
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