+122.4%
HST vs KGC
+637.7%
-515.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +3.6% | -6.7% | +10.2% | +3.8% |
| 30D | +11.2% | -6.7% | +17.9% | +11.4% |
| 3M | +13.1% | -22.6% | +35.7% | +14.0% |
| 6M | +23.9% | -33.4% | +57.3% | +25.4% |
| YTD | +52.3% | -26.0% | +78.3% | +53.4% |
| 1Y | +56.7% | -18.3% | +75.0% | +57.3% |
| 3Y | +87.5% | +315.8% | -228.3% | +78.4% |
| 5Y | +82.8% | +225.7% | -142.9% | +70.1% |
| All | +122.4% | +637.7% | -515.3% | +121.2% |
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