+44.2%
KGC vs EXEL
+59.2%
-15.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.3% | +8.4% | -9.7% | -3.1% |
| 30D | +20.3% | +4.1% | +16.2% | +18.9% |
| 3M | +8.1% | +12.4% | -4.3% | +5.3% |
| 6M | -8.8% | +41.5% | -50.3% | -14.7% |
| YTD | +10.1% | +34.6% | -24.6% | +3.0% |
| 1Y | +44.2% | +57.9% | -13.6% | +39.5% |
| All | +44.2% | +59.2% | -15.0% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling