+587.2%
KGC vs HAS
+97.5%
+489.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -6.7% | +1.4% | -8.0% | -6.8% |
| 30D | -6.7% | +26.3% | -32.9% | -9.8% |
| 3M | -22.6% | +25.6% | -48.2% | -25.2% |
| 6M | -33.4% | +30.3% | -63.7% | -36.2% |
| YTD | -26.0% | +50.4% | -76.3% | -30.4% |
| 1Y | -18.3% | +57.7% | -76.0% | -23.6% |
| 3Y | +315.8% | +213.4% | +102.4% | +250.7% |
| 5Y | +225.7% | +49.1% | +176.6% | +196.5% |
| All | +587.2% | +97.5% | +489.6% | +389.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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