+326.1%
HWM vs KGC
+317.1%
+9.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.5% | +2.1% |
| 7D | +3.4% | +10.5% | -7.1% | +1.9% |
| 30D | -7.5% | -4.1% | -3.5% | -7.1% |
| 3M | -28.9% | -13.1% | -15.8% | -28.0% |
| 6M | -19.6% | -27.5% | +7.9% | -16.7% |
| YTD | +0.6% | -20.7% | +21.3% | +2.2% |
| 1Y | +0.3% | -6.1% | +6.4% | -0.3% |
| 3Y | +326.1% | +318.6% | +7.5% | +251.5% |
| All | +326.1% | +317.1% | +9.1% | +251.5% |
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