+549.6%
KGC vs HUBB
+44.4%
+505.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -0.1% | +1.1% | -1.2% | -0.4% |
| 30D | +10.5% | -9.6% | +20.1% | +13.6% |
| 3M | +19.8% | -6.2% | +26.0% | +21.7% |
| 6M | -6.7% | -6.2% | -0.5% | -5.5% |
| YTD | +7.8% | +3.4% | +4.4% | +6.7% |
| 1Y | +35.7% | +5.3% | +30.3% | +33.7% |
| All | +549.6% | +44.4% | +505.2% | +507.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling