+1,573.3%
HWM vs KGC
+742.5%
+830.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.3% | -8.4% | -10.4% |
| 7D | -9.2% | +2.4% | -11.6% | -9.4% |
| 30D | -17.9% | +9.2% | -27.1% | -18.8% |
| 3M | -6.0% | +16.7% | -22.8% | -8.1% |
| 6M | -7.4% | -7.0% | -0.3% | -7.2% |
| YTD | +13.1% | +7.5% | +5.6% | +11.1% |
| 1Y | +29.3% | +34.4% | -5.0% | +23.5% |
| 3Y | +389.9% | +552.0% | -162.0% | +289.8% |
| 5Y | +655.5% | +454.5% | +201.0% | +498.5% |
| All | +1,573.3% | +742.5% | +830.8% | +1,160.2% |
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 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