+229.2%
KGC vs HAS
+4,652.9%
-4,423.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.1% |
| 7D | +10.5% | -0.2% | +10.6% | +10.5% |
| 30D | -4.1% | +31.0% | -35.1% | -6.3% |
| 3M | -13.1% | +30.7% | -43.7% | -15.1% |
| 6M | -27.5% | +23.9% | -51.5% | -29.1% |
| YTD | -20.7% | +48.3% | -69.0% | -23.5% |
| 1Y | -6.1% | +60.2% | -66.3% | -10.0% |
| 3Y | +318.6% | +189.2% | +129.4% | +279.9% |
| 5Y | +289.9% | +50.4% | +239.5% | +269.7% |
| 10Y | +501.8% | +104.2% | +397.7% | +444.5% |
| All | +229.2% | +4,652.9% | -4,423.7% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling