+139.3%
HOOD vs KGC
+290.1%
-150.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.2% | +2.0% |
| 7D | -0.6% | +11.1% | -11.8% | -4.5% |
| 30D | -23.6% | -3.7% | -19.8% | -22.6% |
| 3M | -10.7% | -17.2% | +6.5% | -4.6% |
| 6M | +8.2% | -27.3% | +35.5% | +20.1% |
| YTD | -26.3% | -18.5% | -7.8% | -21.8% |
| 1Y | -36.1% | -5.7% | -30.4% | -35.2% |
| 3Y | +950.7% | +336.5% | +614.2% | +549.1% |
| 5Y | +127.0% | +298.7% | -171.7% | +45.4% |
| All | +139.3% | +290.1% | -150.8% | +80.6% |
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 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