+836.9%
HOOD vs KGC
+315.0%
+522.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -3.8% | -6.7% | +2.9% | -0.9% |
| 30D | -23.0% | -6.7% | -16.3% | -20.9% |
| 3M | -21.6% | -22.6% | +0.9% | -12.9% |
| 6M | +1.4% | -33.4% | +34.9% | +18.9% |
| YTD | -31.2% | -26.0% | -5.2% | -23.2% |
| 1Y | -35.9% | -18.3% | -17.6% | -31.3% |
| 3Y | +836.9% | +315.8% | +521.2% | +483.5% |
| All | +836.9% | +315.0% | +522.0% | +483.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling