+207.3%
KGC vs HRB
+3,424.8%
-3,217.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.7% | +0.3% |
| 7D | -6.7% | -5.1% | -1.6% | -6.4% |
| 30D | -6.7% | +8.7% | -15.3% | -7.1% |
| 3M | -22.6% | -5.4% | -17.2% | -22.4% |
| 6M | -33.4% | +41.6% | -75.0% | -34.8% |
| YTD | -26.0% | +18.7% | -44.6% | -27.1% |
| 1Y | -18.3% | +16.4% | -34.7% | -19.4% |
| 3Y | +315.8% | +22.0% | +293.8% | +307.4% |
| 5Y | +225.7% | +141.2% | +84.5% | +205.6% |
| 10Y | +610.5% | +223.1% | +387.3% | +543.9% |
| All | +207.3% | +3,424.8% | -3,217.5% | +136.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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