+1,330.6%
HST vs KGC
+357.0%
+973.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -1.0% | -1.3% | +0.2% | -1.0% |
| 30D | -12.3% | +20.3% | -32.5% | -12.9% |
| 3M | -6.4% | +8.1% | -14.4% | -6.7% |
| 6M | +15.0% | -8.8% | +23.8% | +15.1% |
| YTD | +30.5% | +10.1% | +20.5% | +29.7% |
| 1Y | +35.7% | +44.2% | -8.5% | +33.4% |
| 3Y | +68.4% | +533.0% | -464.6% | +56.4% |
| 5Y | +73.1% | +443.0% | -369.9% | +60.7% |
| 10Y | +92.7% | +678.6% | -585.8% | +73.4% |
| All | +1,330.6% | +357.0% | +973.6% | +1,324.7% |
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