+318.6%
KGC vs HTZ
-82.6%
+401.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -8.4% | +11.4% | +3.5% |
| 7D | +10.5% | -14.6% | +25.1% | +11.3% |
| 30D | -4.1% | -20.8% | +16.7% | -3.1% |
| 3M | -13.1% | -18.8% | +5.7% | -12.6% |
| 6M | -27.5% | -74.7% | +47.1% | -23.6% |
| YTD | -20.7% | -68.1% | +47.4% | -17.3% |
| 1Y | -6.1% | -73.5% | +67.4% | -1.6% |
| 3Y | +318.6% | -81.8% | +400.4% | +359.1% |
| All | +318.6% | -82.6% | +401.2% | +359.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling