+1,511.7%
HST vs KGC
+229.2%
+1,282.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.1% | -0.1% |
| 7D | -2.7% | +10.5% | -13.2% | -3.0% |
| 30D | +10.7% | -4.1% | +14.8% | +10.8% |
| 3M | +6.3% | -13.1% | +19.3% | +6.6% |
| 6M | +19.0% | -27.5% | +46.5% | +20.1% |
| YTD | +47.0% | -20.7% | +67.7% | +47.7% |
| 1Y | +53.4% | -6.1% | +59.5% | +53.2% |
| 3Y | +78.0% | +318.6% | -240.6% | +67.7% |
| 5Y | +71.7% | +289.9% | -218.3% | +61.2% |
| 10Y | +146.2% | +501.8% | -355.7% | +123.6% |
| All | +1,511.7% | +229.2% | +1,282.5% | +1,522.6% |
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