-31.6%
HUT vs KGC
+285.6%
-317.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.0% | +11.6% | +13.0% |
| 7D | -11.4% | +10.5% | -21.8% | -17.3% |
| 30D | -41.0% | -4.1% | -37.0% | -40.3% |
| 3M | -41.9% | -13.1% | -28.8% | -38.6% |
| 6M | -51.7% | -27.5% | -24.1% | -44.2% |
| YTD | +14.6% | -20.7% | +35.3% | +28.3% |
| 1Y | +21.4% | -6.1% | +27.5% | +26.7% |
| 3Y | +359.8% | +318.6% | +41.2% | +94.9% |
| All | -31.6% | +285.6% | -317.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling