+152.3%
HUM vs KGC
+698.0%
-545.7%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.1% | -5.6% | +7.7% | +2.2% |
| 30D | +5.4% | +6.1% | -0.8% | +5.2% |
| 3M | +11.4% | +17.3% | -5.9% | +10.8% |
| 6M | +141.5% | -10.3% | +151.8% | +141.7% |
| YTD | +61.2% | +3.9% | +57.3% | +60.3% |
| 1Y | +49.2% | +25.7% | +23.4% | +47.0% |
| 3Y | -9.0% | +526.0% | -535.0% | -16.8% |
| 5Y | +7.2% | +455.5% | -448.3% | -2.2% |
| All | +152.3% | +698.0% | -545.7% | +133.9% |
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