+660.5%
KGC vs HUBB
+446.9%
+213.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.3% |
| 7D | -5.6% | -0.1% | -5.6% | -5.6% |
| 30D | +6.1% | -10.0% | +16.1% | +8.6% |
| 3M | +17.3% | -1.6% | +18.9% | +17.5% |
| 6M | -10.3% | -3.1% | -7.2% | -9.9% |
| YTD | +3.9% | +4.6% | -0.7% | +2.7% |
| 1Y | +25.7% | +3.3% | +22.4% | +24.6% |
| 3Y | +526.0% | +46.6% | +479.4% | +471.9% |
| 5Y | +455.5% | +158.7% | +296.8% | +355.1% |
| All | +660.5% | +446.9% | +213.7% | +463.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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