+370.3%
HPE vs KGC
+637.7%
-267.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | +7.9% | -6.7% | +14.5% | +8.4% |
| 30D | -23.5% | -6.7% | -16.8% | -23.2% |
| 3M | -19.1% | -22.6% | +3.5% | -17.7% |
| 6M | +51.4% | -33.4% | +84.8% | +55.2% |
| YTD | +103.4% | -26.0% | +129.4% | +106.6% |
| 1Y | +114.4% | -18.3% | +132.7% | +116.4% |
| 3Y | +224.7% | +315.8% | -91.1% | +198.1% |
| 5Y | +277.8% | +225.7% | +52.1% | +242.2% |
| All | +370.3% | +637.7% | -267.4% | +348.5% |
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 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