+5.9%
EXC vs KGC
+34.5%
-28.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.7% |
| 7D | +1.2% | +2.4% | -1.2% | +1.3% |
| 30D | -2.7% | +9.2% | -11.9% | -2.7% |
| 3M | -1.0% | +16.7% | -17.7% | -0.8% |
| 6M | -9.3% | -7.0% | -2.3% | -9.3% |
| YTD | +3.6% | +7.5% | -3.9% | +2.5% |
| 1Y | +5.9% | +34.4% | -28.4% | +2.7% |
| All | +5.9% | +34.5% | -28.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling