+222.0%
KGC vs HAS
+48.2%
+173.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -6.7% | +1.4% | -8.0% | -6.9% |
| 30D | -6.7% | +26.3% | -32.9% | -11.5% |
| 3M | -22.6% | +25.6% | -48.2% | -26.6% |
| 6M | -33.4% | +30.3% | -63.7% | -37.7% |
| YTD | -26.0% | +50.4% | -76.3% | -32.9% |
| 1Y | -18.3% | +57.7% | -76.0% | -26.7% |
| 3Y | +315.8% | +213.4% | +102.4% | +206.9% |
| All | +222.0% | +48.2% | +173.7% | +192.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling