+32.2%
KGC vs HBM
+471.0%
-438.8%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -4.6% |
| 7D | +8.0% | +2.4% | +5.6% | +7.1% |
| 30D | -9.3% | -16.0% | +6.7% | -4.4% |
| 3M | -21.3% | -21.3% | 0.0% | -15.4% |
| 6M | -31.5% | -12.2% | -19.3% | -29.0% |
| YTD | -23.2% | +10.7% | -33.9% | -25.2% |
| 1Y | -15.0% | +30.3% | -45.3% | -21.0% |
| 3Y | +328.7% | +432.2% | -103.5% | +161.6% |
| 5Y | +262.9% | +218.8% | +44.1% | +142.6% |
| 10Y | +568.9% | +281.4% | +287.5% | +241.8% |
| All | +32.2% | +471.0% | -438.8% | -37.7% |
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 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