+328.7%
KGC vs HBM
+448.1%
-119.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -3.9% |
| 7D | +8.0% | +2.4% | +5.6% | +6.4% |
| 30D | -9.3% | -16.0% | +6.7% | -1.1% |
| 3M | -21.3% | -21.3% | 0.0% | -11.4% |
| 6M | -31.5% | -12.2% | -19.3% | -28.0% |
| YTD | -23.2% | +10.7% | -33.9% | -26.9% |
| 1Y | -15.0% | +30.3% | -45.3% | -24.5% |
| 3Y | +328.7% | +432.2% | -103.5% | +112.0% |
| All | +328.7% | +448.1% | -119.4% | +112.0% |
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