+130.4%
EXPE vs KGC
+635.9%
-505.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.8% |
| 7D | -4.2% | -4.1% | -0.1% | -3.8% |
| 30D | -4.5% | -11.6% | +7.1% | -3.5% |
| 3M | -19.7% | -24.5% | +4.8% | -17.7% |
| 6M | +18.3% | -34.6% | +52.8% | +22.5% |
| YTD | -7.3% | -26.2% | +18.8% | -6.1% |
| 1Y | -3.9% | -20.1% | +16.2% | -3.6% |
| 3Y | +123.0% | +312.4% | -189.4% | +82.9% |
| 5Y | +47.9% | +224.9% | -177.0% | +20.1% |
| All | +130.4% | +635.9% | -505.5% | +79.9% |
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