+1.7%
HUT vs KGC
-5.3%
+7.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +7.5% | -30.7% | -28.5% |
| 7D | -29.5% | -6.8% | -22.8% | -26.8% |
| 30D | -45.2% | -9.2% | -36.0% | -41.6% |
| 3M | -51.6% | -9.1% | -42.5% | -50.9% |
| 6M | -37.3% | -25.7% | -11.7% | -23.4% |
| YTD | +6.5% | -23.6% | +30.2% | +15.1% |
| 1Y | +1.7% | -4.3% | +6.0% | -20.8% |
| All | +1.7% | -5.3% | +7.0% | -20.8% |
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