+222.0%
KGC vs USHY
+19.5%
+202.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.5% |
| 7D | -6.7% | -0.4% | -6.2% | -5.8% |
| 30D | -6.7% | +0.6% | -7.2% | -7.5% |
| 3M | -22.6% | -2.0% | -20.6% | -19.2% |
| 6M | -33.4% | -0.5% | -32.9% | -32.1% |
| YTD | -26.0% | +0.6% | -26.6% | -25.7% |
| 1Y | -18.3% | +2.1% | -20.4% | -20.0% |
| 3Y | +315.8% | +25.3% | +290.5% | +191.3% |
| All | +222.0% | +19.5% | +202.5% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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