+43.8%
EXC vs KGC
+286.2%
-242.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.2% |
| 7D | -1.2% | +10.5% | -11.7% | -1.9% |
| 30D | +10.0% | -4.1% | +14.0% | +10.1% |
| 3M | +1.6% | -13.1% | +14.7% | +2.4% |
| 6M | +3.3% | -27.5% | +30.8% | +5.3% |
| YTD | +7.6% | -20.7% | +28.3% | +7.7% |
| 1Y | +3.5% | -6.1% | +9.5% | +1.7% |
| 3Y | +27.7% | +318.6% | -290.9% | +1.6% |
| All | +43.8% | +286.2% | -242.4% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling