+357.0%
KGC vs HUBB
+152,497.4%
-152,140.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +20.3% | -10.0% | +30.3% | +20.4% |
| 3M | +8.1% | -4.8% | +12.8% | +8.1% |
| 6M | -8.8% | -5.6% | -3.2% | -8.7% |
| YTD | +10.1% | +4.7% | +5.4% | +10.0% |
| 1Y | +44.2% | +6.7% | +37.5% | +44.1% |
| 3Y | +533.0% | +45.8% | +487.3% | +530.6% |
| 5Y | +443.0% | +145.9% | +297.1% | +438.5% |
| 10Y | +678.6% | +418.6% | +260.0% | +667.0% |
| All | +357.0% | +152,497.4% | -152,140.4% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling