+116.4%
HPE vs KGC
-5.3%
+121.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +7.5% | -13.1% | -7.1% |
| 7D | -17.0% | -6.8% | -10.2% | -15.8% |
| 30D | -26.7% | -9.2% | -17.6% | -25.3% |
| 3M | -4.1% | -9.1% | +5.0% | -2.9% |
| 6M | +75.4% | -25.7% | +101.1% | +83.9% |
| YTD | +111.0% | -23.6% | +134.7% | +112.1% |
| 1Y | +116.4% | -4.3% | +120.7% | +96.6% |
| All | +116.4% | -5.3% | +121.7% | +96.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling