+336.5%
KGC vs HTZ
-81.5%
+418.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.4% | +2.8% |
| 7D | +11.1% | -16.4% | +27.5% | +12.1% |
| 30D | -3.7% | -15.1% | +11.4% | -3.1% |
| 3M | -17.2% | -28.2% | +11.0% | -16.1% |
| 6M | -27.3% | -73.1% | +45.8% | -23.5% |
| YTD | -18.5% | -68.3% | +49.8% | -15.0% |
| 1Y | -5.7% | -75.2% | +69.5% | -1.1% |
| 3Y | +336.5% | -81.1% | +417.6% | +380.4% |
| All | +336.5% | -81.5% | +418.0% | +380.4% |
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 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