+49.2%
HUM vs KGC
+28.2%
+20.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +2.1% | -5.6% | +7.7% | +1.9% |
| 30D | +5.4% | +6.1% | -0.8% | +5.7% |
| 3M | +11.4% | +17.3% | -5.9% | +12.4% |
| 6M | +141.5% | -10.3% | +151.8% | +138.7% |
| YTD | +61.2% | +3.9% | +57.3% | +63.2% |
| 1Y | +49.2% | +25.7% | +23.4% | +59.2% |
| All | +49.2% | +28.2% | +20.9% | +59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling