+89.5%
KGC vs HBM
+613.3%
-523.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.3% | -2.0% |
| 7D | -1.3% | -6.4% | +5.1% | +0.8% |
| 30D | +20.3% | +5.9% | +14.4% | +18.4% |
| 3M | +8.1% | -8.9% | +17.0% | +11.0% |
| 6M | -8.8% | +10.7% | -19.4% | -11.7% |
| YTD | +10.1% | +38.3% | -28.2% | +0.4% |
| 1Y | +44.2% | +121.3% | -77.1% | +15.1% |
| 3Y | +533.0% | +450.6% | +82.4% | +279.3% |
| 5Y | +443.0% | +338.0% | +105.0% | +229.8% |
| 10Y | +678.6% | +578.6% | +99.9% | +229.2% |
| All | +89.5% | +613.3% | -523.8% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling