+308.1%
HUBS vs KGC
+698.0%
-389.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -9.0% | -5.6% | -3.4% | -8.6% |
| 30D | +7.2% | +6.1% | +1.1% | +6.7% |
| 3M | +20.9% | +17.3% | +3.5% | +19.0% |
| 6M | -13.0% | -10.3% | -2.7% | -12.9% |
| YTD | -43.8% | +3.9% | -47.7% | -44.9% |
| 1Y | -54.6% | +25.7% | -80.4% | -56.6% |
| 3Y | -58.5% | +526.0% | -584.4% | -67.7% |
| 5Y | -66.4% | +455.5% | -521.9% | -74.1% |
| All | +308.1% | +698.0% | -389.9% | +215.9% |
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