+642.7%
HUBS vs KGC
+890.0%
-247.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.7% |
| 7D | -12.4% | -8.4% | -4.0% | -12.0% |
| 30D | +1.4% | +6.3% | -5.0% | +1.0% |
| 3M | +16.0% | +22.4% | -6.5% | +14.5% |
| 6M | -17.0% | -11.4% | -5.6% | -16.8% |
| YTD | -44.3% | +3.1% | -47.4% | -44.9% |
| 1Y | -54.3% | +26.6% | -80.9% | -55.6% |
| 3Y | -58.4% | +525.6% | -584.0% | -64.4% |
| 5Y | -66.7% | +451.7% | -518.3% | -71.7% |
| 10Y | +315.9% | +675.3% | -359.4% | +255.1% |
| All | +642.7% | +890.0% | -247.4% | +519.1% |
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