+460.2%
KGC vs HUBB
+154.0%
+306.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +2.4% | +4.8% | -2.4% | +1.0% |
| 30D | +9.2% | -9.3% | +18.5% | +12.4% |
| 3M | +16.7% | -3.9% | +20.6% | +17.8% |
| 6M | -7.0% | -0.8% | -6.2% | -7.3% |
| YTD | +7.5% | +5.6% | +1.9% | +5.4% |
| 1Y | +34.4% | +7.7% | +26.6% | +31.0% |
| 3Y | +552.0% | +47.5% | +504.5% | +467.1% |
| All | +460.2% | +154.0% | +306.2% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling