+655.3%
KGC vs HIG
+315.0%
+340.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.3% |
| 7D | -8.4% | -2.3% | -6.1% | -8.3% |
| 30D | +6.3% | -1.2% | +7.6% | +6.4% |
| 3M | +22.4% | +6.3% | +16.1% | +21.9% |
| 6M | -11.4% | +0.6% | -12.0% | -11.5% |
| YTD | +3.1% | +0.6% | +2.5% | +2.9% |
| 1Y | +26.6% | +6.1% | +20.5% | +25.8% |
| 3Y | +525.6% | +102.0% | +423.6% | +494.5% |
| 5Y | +451.7% | +119.2% | +332.4% | +421.6% |
| All | +655.3% | +315.0% | +340.3% | +783.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling