+107.0%
HST vs KGC
+678.3%
-571.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.8% | +10.5% | -13.3% | -3.1% |
| 3M | -6.5% | +19.8% | -26.3% | -7.2% |
| 6M | +20.7% | -6.7% | +27.4% | +20.6% |
| YTD | +30.5% | +7.8% | +22.7% | +29.7% |
| 1Y | +36.8% | +35.7% | +1.1% | +35.1% |
| 3Y | +65.9% | +553.7% | -487.8% | +56.1% |
| 5Y | +73.9% | +461.7% | -387.8% | +61.6% |
| 10Y | +107.0% | +710.2% | -603.1% | +101.4% |
| All | +107.0% | +678.3% | -571.3% | +101.4% |
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