+587.2%
KGC vs HBM
+281.1%
+306.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | -6.7% | +2.2% | -8.9% | -7.3% |
| 30D | -6.7% | -11.8% | +5.1% | -3.2% |
| 3M | -22.6% | -19.2% | -3.4% | -17.5% |
| 6M | -33.4% | -22.9% | -10.5% | -28.4% |
| YTD | -26.0% | +7.8% | -33.8% | -26.9% |
| 1Y | -18.3% | +34.9% | -53.2% | -23.8% |
| 3Y | +315.8% | +422.2% | -106.4% | +174.3% |
| 5Y | +225.7% | +192.8% | +32.9% | +132.4% |
| All | +587.2% | +281.1% | +306.1% | +348.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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