+552.0%
KGC vs EXEL
+160.6%
+391.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.2% |
| 7D | +2.4% | +1.4% | +1.1% | +2.4% |
| 30D | +9.2% | +6.7% | +2.6% | +8.8% |
| 3M | +16.7% | +11.5% | +5.3% | +16.0% |
| 6M | -7.0% | +38.8% | -45.8% | -8.3% |
| YTD | +7.5% | +31.6% | -24.1% | +6.0% |
| 1Y | +34.4% | +53.0% | -18.7% | +33.2% |
| 3Y | +552.0% | +160.8% | +391.1% | +516.4% |
| All | +552.0% | +160.6% | +391.4% | +516.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling