+362.8%
HPE vs KGC
+454.1%
-91.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.1% |
| 7D | +13.6% | -0.1% | +13.7% | +13.7% |
| 30D | +7.7% | +10.5% | -2.8% | +5.8% |
| 3M | +22.4% | +19.8% | +2.6% | +18.4% |
| 6M | +172.6% | -6.7% | +179.3% | +172.4% |
| YTD | +147.5% | +7.8% | +139.7% | +140.8% |
| 1Y | +151.8% | +35.7% | +116.1% | +134.9% |
| 3Y | +267.1% | +553.7% | -286.6% | +158.6% |
| 5Y | +362.8% | +461.7% | -98.9% | +219.3% |
| All | +362.8% | +454.1% | -91.4% | +219.3% |
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