+282.7%
KGC vs HTZ
-92.5%
+375.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.4% | +11.4% | +3.6% |
| 7D | +10.5% | -14.6% | +25.1% | +11.4% |
| 30D | -4.1% | -20.8% | +16.7% | -2.9% |
| 3M | -13.1% | -18.8% | +5.7% | -12.5% |
| 6M | -27.5% | -74.7% | +47.1% | -22.7% |
| YTD | -20.7% | -68.1% | +47.4% | -16.7% |
| 1Y | -6.1% | -73.5% | +67.4% | -0.6% |
| 3Y | +318.6% | -81.8% | +400.4% | +338.5% |
| 5Y | +289.9% | -95.2% | +385.2% | +333.2% |
| All | +282.7% | -92.5% | +375.2% | +331.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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