+467.2%
HUT vs KGC
+315.0%
+152.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.2% | -7.3% | -7.2% |
| 7D | +9.3% | -6.7% | +16.0% | +12.8% |
| 30D | -23.1% | -6.7% | -16.5% | -21.3% |
| 3M | -30.6% | -22.6% | -8.0% | -22.6% |
| 6M | -46.9% | -33.4% | -13.4% | -36.8% |
| YTD | +25.3% | -26.0% | +51.3% | +45.8% |
| 1Y | +59.8% | -18.3% | +78.1% | +81.5% |
| 3Y | +467.2% | +315.8% | +151.4% | +287.5% |
| All | +467.2% | +315.0% | +152.2% | +287.5% |
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