+587.2%
KGC vs HIG
+261.7%
+325.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -6.7% | +2.6% | -9.3% | -6.8% |
| 30D | -6.7% | +4.2% | -10.8% | -7.0% |
| 3M | -22.6% | +0.2% | -22.8% | -22.6% |
| 6M | -33.4% | +4.6% | -38.0% | -33.7% |
| YTD | -26.0% | +1.1% | -27.1% | -26.2% |
| 1Y | -18.3% | +4.7% | -23.0% | -18.8% |
| 3Y | +315.8% | +95.5% | +220.3% | +293.4% |
| 5Y | +225.7% | +111.7% | +114.0% | +205.8% |
| All | +587.2% | +261.7% | +325.5% | +607.9% |
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