+1,597.5%
HST vs KGC
+218.7%
+1,378.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.8% | +8.3% | +2.8% |
| 7D | +0.6% | +8.0% | -7.4% | +0.3% |
| 30D | +14.5% | -9.3% | +23.8% | +14.8% |
| 3M | +15.4% | -21.3% | +36.7% | +16.3% |
| 6M | +22.0% | -31.5% | +53.5% | +23.3% |
| YTD | +54.9% | -23.2% | +78.1% | +55.7% |
| 1Y | +54.0% | -15.0% | +69.0% | +54.2% |
| 3Y | +90.4% | +328.7% | -238.3% | +79.2% |
| 5Y | +84.2% | +262.9% | -178.7% | +73.3% |
| 10Y | +144.6% | +568.9% | -424.3% | +121.4% |
| All | +1,597.5% | +218.7% | +1,378.7% | +1,610.8% |
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