+256.3%
KGC vs HTZ
-93.0%
+349.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.1% | +2.6% | -3.1% |
| 7D | -4.1% | -14.0% | +9.9% | -3.2% |
| 30D | -11.6% | -19.8% | +8.1% | -10.7% |
| 3M | -24.5% | -45.0% | +20.5% | -22.0% |
| 6M | -34.6% | -73.2% | +38.7% | -30.3% |
| YTD | -26.2% | -70.0% | +43.9% | -22.1% |
| 1Y | -20.1% | -75.7% | +55.6% | -15.0% |
| 3Y | +312.4% | -82.1% | +394.4% | +331.8% |
| 5Y | +224.9% | -94.3% | +319.2% | +262.0% |
| All | +256.3% | -93.0% | +349.3% | +303.3% |
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