+710.2%
KGC vs HBM
+625.8%
+84.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.1% | +5.5% | -5.6% | -1.7% |
| 30D | +10.5% | +3.3% | +7.2% | +9.5% |
| 3M | +19.8% | +12.7% | +7.1% | +15.6% |
| 6M | -6.7% | +28.2% | -34.9% | -13.2% |
| YTD | +7.8% | +45.3% | -37.5% | -2.4% |
| 1Y | +35.7% | +121.7% | -86.0% | +10.4% |
| 3Y | +553.7% | +523.5% | +30.2% | +305.6% |
| 5Y | +461.7% | +393.9% | +67.8% | +253.8% |
| 10Y | +710.2% | +647.9% | +62.3% | +294.6% |
| All | +710.2% | +625.8% | +84.3% | +294.6% |
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