+5,600.3%
HUM vs KGC
+346.4%
+5,254.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.4% |
| 7D | +2.1% | +2.4% | -0.4% | +2.0% |
| 30D | +4.7% | +9.2% | -4.5% | +4.6% |
| 3M | +13.5% | +16.7% | -3.2% | +13.3% |
| 6M | +126.7% | -7.0% | +133.7% | +126.7% |
| YTD | +58.5% | +7.5% | +51.1% | +58.2% |
| 1Y | +31.7% | +34.4% | -2.6% | +31.0% |
| 3Y | -10.6% | +552.0% | -562.6% | -13.1% |
| 5Y | +2.5% | +454.5% | -452.0% | -0.3% |
| 10Y | +148.7% | +658.7% | -510.0% | +140.3% |
| All | +5,600.3% | +346.4% | +5,254.0% | +5,679.7% |
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