+250.7%
HOOD vs KGC
+427.0%
-176.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.3% |
| 7D | +17.1% | -1.3% | +18.4% | +17.8% |
| 30D | +31.6% | +20.3% | +11.3% | +23.6% |
| 3M | +38.2% | +8.1% | +30.2% | +34.1% |
| 6M | +48.5% | -8.8% | +57.3% | +52.2% |
| YTD | +8.0% | +10.1% | -2.1% | +3.5% |
| 1Y | +18.7% | +44.2% | -25.6% | +3.6% |
| 3Y | +999.1% | +533.0% | +466.1% | +500.9% |
| 5Y | +181.7% | +443.0% | -261.3% | +71.2% |
| All | +250.7% | +427.0% | -176.3% | +139.0% |
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