+461.7%
KGC vs HIG
+117.6%
+344.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -0.1% | -0.5% | +0.4% | 0.0% |
| 30D | +10.5% | -2.8% | +13.3% | +11.1% |
| 3M | +19.8% | +6.3% | +13.4% | +18.0% |
| 6M | -6.7% | -0.1% | -6.6% | -6.9% |
| YTD | +7.8% | +0.4% | +7.3% | +7.2% |
| 1Y | +35.7% | +6.2% | +29.4% | +32.7% |
| 3Y | +553.7% | +101.6% | +452.1% | +425.5% |
| 5Y | +461.7% | +119.8% | +341.8% | +343.4% |
| All | +461.7% | +117.6% | +344.1% | +343.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling