+7.7%
KGC vs HIG
+992.6%
-984.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -8.8% | +5.4% | -14.2% | -9.1% |
| 3M | -21.1% | -0.9% | -20.1% | -21.1% |
| 6M | -32.3% | +4.8% | -37.1% | -32.6% |
| YTD | -23.5% | +0.9% | -24.3% | -23.6% |
| 1Y | -15.0% | +6.5% | -21.4% | -15.4% |
| 3Y | +327.5% | +95.7% | +231.8% | +311.0% |
| 5Y | +244.3% | +107.1% | +137.2% | +229.5% |
| 10Y | +634.8% | +262.6% | +372.1% | +574.3% |
| All | +7.7% | +992.6% | -984.9% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling