+571.9%
HPE vs KGC
+989.1%
-417.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -4.0% | -3.7% |
| 7D | +7.9% | -6.7% | +14.5% | +8.3% |
| 30D | -23.5% | -6.7% | -16.8% | -23.2% |
| 3M | -19.1% | -22.6% | +3.5% | -18.0% |
| 6M | +51.4% | -33.4% | +84.8% | +54.5% |
| YTD | +103.4% | -26.0% | +129.4% | +106.0% |
| 1Y | +114.4% | -18.3% | +132.7% | +116.1% |
| 3Y | +224.7% | +315.8% | -91.1% | +204.4% |
| 5Y | +277.8% | +225.7% | +52.1% | +250.7% |
| 10Y | +371.1% | +610.5% | -239.4% | +350.8% |
| All | +571.9% | +989.1% | -417.2% | +514.5% |
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