+207.3%
KGC vs HUBB
+144,634.5%
-144,427.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.2% |
| 7D | -6.7% | +1.8% | -8.4% | -6.7% |
| 30D | -6.7% | -7.7% | +1.0% | -6.6% |
| 3M | -22.6% | -13.6% | -9.0% | -22.5% |
| 6M | -33.4% | -9.1% | -24.3% | -33.4% |
| YTD | -26.0% | -0.7% | -25.3% | -26.0% |
| 1Y | -18.3% | +1.1% | -19.4% | -18.3% |
| 3Y | +315.8% | +56.2% | +259.6% | +314.0% |
| 5Y | +225.7% | +126.6% | +99.1% | +223.2% |
| 10Y | +610.5% | +384.6% | +225.9% | +600.3% |
| All | +207.3% | +144,634.5% | -144,427.1% | +193.8% |
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