+175.5%
EXE vs KGC
+328.6%
-153.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.9% |
| 7D | -2.2% | -8.4% | +6.2% | -1.0% |
| 30D | -0.8% | +6.3% | -7.1% | -2.0% |
| 3M | +10.0% | +22.4% | -12.4% | +6.0% |
| 6M | -6.3% | -11.4% | +5.1% | -5.7% |
| YTD | -10.7% | +3.1% | -13.8% | -13.6% |
| 1Y | +2.7% | +26.6% | -23.9% | -5.4% |
| 3Y | +19.1% | +525.6% | -506.5% | -26.1% |
| 5Y | +105.4% | +451.7% | -346.2% | +26.0% |
| All | +175.5% | +328.6% | -153.1% | +73.5% |
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