+153.4%
EXE vs KGC
+207.6%
-54.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.3% | -6.7% | +12.0% | +6.2% |
| 30D | -2.2% | -6.7% | +4.5% | -1.5% |
| 3M | -5.9% | -22.6% | +16.7% | -3.3% |
| 6M | -5.7% | -33.4% | +27.7% | -1.3% |
| YTD | -17.8% | -26.0% | +8.2% | -17.1% |
| 1Y | -23.1% | -18.3% | -4.8% | -24.1% |
| 3Y | +21.2% | +315.8% | -294.6% | -19.9% |
| 5Y | +78.8% | +225.7% | -146.9% | +18.9% |
| All | +153.4% | +207.6% | -54.1% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling