+107.4%
EXPE vs KGC
+464.0%
-356.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.3% |
| 7D | -9.5% | -1.3% | -8.3% | -9.4% |
| 30D | -6.6% | +20.3% | -26.9% | -9.4% |
| 3M | +31.4% | +8.1% | +23.3% | +29.2% |
| 6M | +35.2% | -8.8% | +44.0% | +35.6% |
| YTD | +5.8% | +10.1% | -4.3% | +1.5% |
| 1Y | +38.7% | +44.2% | -5.5% | +25.2% |
| 3Y | +175.8% | +533.0% | -357.2% | +70.5% |
| All | +107.4% | +464.0% | -356.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling