+222.0%
KGC vs HTZ
-94.4%
+316.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.4% |
| 7D | -6.7% | -8.5% | +1.9% | -6.1% |
| 30D | -6.7% | -18.9% | +12.3% | -5.6% |
| 3M | -22.6% | -36.0% | +13.5% | -20.5% |
| 6M | -33.4% | -74.6% | +41.1% | -28.5% |
| YTD | -26.0% | -70.8% | +44.8% | -21.4% |
| 1Y | -18.3% | -75.3% | +57.0% | -12.6% |
| 3Y | +315.8% | -81.6% | +397.4% | +339.7% |
| All | +222.0% | -94.4% | +316.4% | +276.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling