+152.1%
EXE vs KGC
+218.1%
-66.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -0.2% | -8.8% | +8.6% | +0.8% |
| 3M | -9.2% | -21.1% | +11.8% | -6.9% |
| 6M | -7.2% | -32.3% | +25.1% | -3.1% |
| YTD | -18.3% | -23.5% | +5.2% | -17.9% |
| 1Y | -23.6% | -15.0% | -8.6% | -25.0% |
| 3Y | +21.9% | +327.5% | -305.6% | -19.6% |
| 5Y | +73.7% | +244.3% | -170.6% | +14.5% |
| All | +152.1% | +218.1% | -66.0% | +64.7% |
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 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