+453.2%
HUT vs KGC
+823.8%
-370.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.3% |
| 7D | +28.3% | +2.4% | +25.8% | +27.0% |
| 30D | +12.3% | +9.2% | +3.1% | +8.3% |
| 3M | -16.8% | +16.7% | -33.6% | -22.5% |
| 6M | +111.4% | -7.0% | +118.4% | +116.7% |
| YTD | +116.6% | +7.5% | +109.1% | +111.9% |
| 1Y | +290.5% | +34.4% | +256.1% | +252.8% |
| 3Y | +792.3% | +552.0% | +240.3% | +338.7% |
| 5Y | +94.1% | +454.5% | -360.4% | -2.2% |
| All | +453.2% | +823.8% | -370.6% | +166.4% |
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 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