+357.0%
KGC vs HAS
+3,598.5%
-3,241.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +20.3% | +2.3% | +18.0% | +20.0% |
| 3M | +8.1% | +10.4% | -2.3% | +7.1% |
| 6M | -8.8% | -3.2% | -5.5% | -8.7% |
| YTD | +10.1% | +15.4% | -5.4% | +8.6% |
| 1Y | +44.2% | +18.8% | +25.4% | +41.9% |
| 3Y | +533.0% | +43.9% | +489.1% | +507.7% |
| 5Y | +443.0% | +13.9% | +429.1% | +427.3% |
| 10Y | +678.6% | +56.4% | +622.1% | +621.0% |
| All | +357.0% | +3,598.5% | -3,241.5% | +252.9% |
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 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