+552.0%
KGC vs HBM
+522.1%
+29.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.8% | -8.1% | -5.2% |
| 7D | +2.4% | +7.4% | -4.9% | -1.3% |
| 30D | +9.2% | +5.1% | +4.2% | +6.5% |
| 3M | +16.7% | +11.1% | +5.6% | +10.0% |
| 6M | -7.0% | +30.2% | -37.2% | -19.5% |
| YTD | +7.5% | +46.2% | -38.7% | -10.6% |
| 1Y | +34.4% | +120.0% | -85.7% | -5.0% |
| 3Y | +552.0% | +527.4% | +24.5% | +193.4% |
| All | +552.0% | +522.1% | +29.9% | +193.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling