+489.7%
HPE vs KGC
+692.5%
-202.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.3% | -1.9% | -5.9% |
| 7D | +1.4% | -8.4% | +9.9% | +2.1% |
| 30D | +1.5% | +6.3% | -4.8% | +1.0% |
| 3M | +21.7% | +22.4% | -0.7% | +19.8% |
| 6M | +164.2% | -11.4% | +175.6% | +165.0% |
| YTD | +132.1% | +3.1% | +128.9% | +130.3% |
| 1Y | +130.6% | +26.6% | +104.0% | +125.7% |
| 3Y | +244.1% | +525.6% | -281.5% | +208.1% |
| 5Y | +340.8% | +451.7% | -110.8% | +291.3% |
| All | +489.7% | +692.5% | -202.8% | +455.6% |
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