+153.1%
EXPE vs KGC
+645.2%
-492.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.3% | -5.5% | -7.7% |
| 7D | -9.8% | +2.4% | -12.2% | -10.0% |
| 30D | -11.5% | +9.2% | -20.7% | -12.3% |
| 3M | +21.7% | +16.7% | +5.0% | +19.6% |
| 6M | +10.4% | -7.0% | +17.4% | +10.4% |
| YTD | -2.5% | +7.5% | -10.0% | -4.6% |
| 1Y | +27.3% | +34.4% | -7.0% | +21.3% |
| 3Y | +153.5% | +552.0% | -398.5% | +100.0% |
| 5Y | +91.1% | +454.5% | -363.4% | +49.3% |
| 10Y | +153.1% | +658.7% | -505.6% | +93.7% |
| All | +153.1% | +645.2% | -492.1% | +93.7% |
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