+331.2%
KGC vs HAS
+215.8%
+115.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -5.9% |
| 7D | +8.0% | +3.3% | +4.8% | +7.4% |
| 30D | -9.3% | +30.5% | -39.8% | -13.8% |
| 3M | -21.3% | +29.9% | -51.2% | -25.2% |
| 6M | -31.5% | +26.5% | -58.0% | -34.9% |
| YTD | -23.2% | +51.9% | -75.2% | -29.1% |
| 1Y | -15.0% | +60.9% | -75.9% | -22.2% |
| All | +331.2% | +215.8% | +115.4% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling