+113.0%
HOOD vs KGC
+286.2%
-173.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.1% |
| 7D | -4.8% | +10.5% | -15.3% | -8.3% |
| 30D | -26.1% | -4.1% | -22.1% | -25.1% |
| 3M | -10.8% | -13.1% | +2.3% | -6.4% |
| 6M | +2.4% | -27.5% | +29.9% | +13.9% |
| YTD | -28.5% | -20.7% | -7.8% | -23.3% |
| 1Y | -36.3% | -6.1% | -30.3% | -35.3% |
| 3Y | +743.7% | +318.6% | +425.1% | +432.5% |
| All | +113.0% | +286.2% | -173.2% | +36.5% |
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 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