-9.0%
HUM vs KGC
+524.7%
-533.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +2.1% | -5.6% | +7.7% | +2.0% |
| 30D | +5.4% | +6.1% | -0.8% | +5.5% |
| 3M | +11.4% | +17.3% | -5.9% | +11.8% |
| 6M | +141.5% | -10.3% | +151.8% | +140.7% |
| YTD | +61.2% | +3.9% | +57.3% | +61.2% |
| 1Y | +49.2% | +25.7% | +23.4% | +49.8% |
| 3Y | -9.0% | +526.0% | -535.0% | -6.4% |
| All | -9.0% | +524.7% | -533.7% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling