+27.4%
KGC vs HBM
+456.2%
-428.7%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.6% |
| 7D | -6.7% | +2.2% | -8.9% | -7.3% |
| 30D | -6.7% | -11.8% | +5.1% | -3.1% |
| 3M | -22.6% | -19.2% | -3.4% | -17.4% |
| 6M | -33.4% | -22.9% | -10.5% | -28.2% |
| YTD | -26.0% | +7.8% | -33.8% | -27.3% |
| 1Y | -18.3% | +34.9% | -53.2% | -24.7% |
| 3Y | +315.8% | +422.2% | -106.4% | +155.3% |
| 5Y | +225.7% | +192.8% | +32.9% | +122.8% |
| 10Y | +610.5% | +281.1% | +329.3% | +262.8% |
| All | +27.4% | +456.2% | -428.7% | -39.4% |
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