+35.7%
KGC vs EXEL
+54.7%
-19.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | 0.0% |
| 7D | -0.1% | -0.3% | +0.2% | 0.0% |
| 30D | +10.5% | +10.1% | +0.3% | +8.1% |
| 3M | +19.8% | +10.1% | +9.7% | +17.2% |
| 6M | -6.7% | +37.7% | -44.3% | -12.4% |
| YTD | +7.8% | +33.1% | -25.3% | +1.1% |
| 1Y | +35.7% | +52.4% | -16.7% | +31.3% |
| All | +35.7% | +54.7% | -19.0% | +31.3% |
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