+118.5%
EXPE vs KGC
+496.6%
-378.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -0.3% |
| 7D | -13.3% | +11.1% | -24.5% | -14.2% |
| 30D | -5.5% | -3.7% | -1.7% | -5.3% |
| 3M | -16.5% | -17.2% | +0.8% | -15.2% |
| 6M | +13.1% | -27.3% | +40.4% | +15.9% |
| YTD | -8.0% | -18.5% | +10.5% | -7.7% |
| 1Y | +1.1% | -5.7% | +6.8% | -0.2% |
| 3Y | +131.2% | +336.5% | -205.3% | +88.6% |
| 5Y | +39.8% | +298.7% | -258.9% | +11.7% |
| 10Y | +118.5% | +538.5% | -420.1% | +71.0% |
| All | +118.5% | +496.6% | -378.1% | +71.0% |
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