+552.0%
KGC vs HIG
+99.1%
+452.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -2.2% |
| 7D | +2.4% | -1.1% | +3.5% | +2.6% |
| 30D | +9.2% | -4.9% | +14.1% | +9.8% |
| 3M | +16.7% | +6.8% | +10.0% | +15.7% |
| 6M | -7.0% | -1.7% | -5.3% | -6.9% |
| YTD | +7.5% | -0.2% | +7.7% | +7.4% |
| 1Y | +34.4% | +5.7% | +28.6% | +32.6% |
| 3Y | +552.0% | +100.3% | +451.7% | +448.9% |
| All | +552.0% | +99.1% | +452.9% | +448.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling