+5,634.3%
HON vs KGC
+357.0%
+5,277.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.2% | +1.0% |
| 7D | -3.6% | -1.3% | -2.3% | -3.6% |
| 30D | -15.3% | +20.3% | -35.5% | -15.7% |
| 3M | -7.9% | +8.1% | -16.0% | -8.1% |
| 6M | -18.1% | -8.8% | -9.3% | -18.0% |
| YTD | +3.8% | +10.1% | -6.2% | +3.4% |
| 1Y | +0.5% | +44.2% | -43.7% | -0.7% |
| 3Y | +19.8% | +533.0% | -513.3% | +14.1% |
| 5Y | +2.9% | +443.0% | -440.1% | -2.0% |
| 10Y | +134.6% | +678.6% | -543.9% | +120.1% |
| All | +5,634.3% | +357.0% | +5,277.3% | +5,350.6% |
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