+621.7%
HPE vs KGC
+1,519.5%
-897.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.3% | -2.2% | -4.3% |
| 7D | -0.6% | -1.3% | +0.7% | -0.5% |
| 30D | -2.3% | +20.3% | -22.6% | -3.4% |
| 3M | -2.9% | +8.1% | -10.9% | -3.5% |
| 6M | +143.6% | -8.8% | +152.3% | +143.6% |
| YTD | +118.5% | +10.1% | +108.5% | +116.4% |
| 1Y | +129.2% | +44.2% | +85.0% | +123.8% |
| 3Y | +212.5% | +533.0% | -320.5% | +186.2% |
| 5Y | +286.9% | +443.0% | -156.1% | +251.4% |
| 10Y | +432.3% | +678.6% | -246.2% | +398.0% |
| All | +621.7% | +1,519.5% | -897.8% | +545.5% |
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 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