+328.7%
KGC vs EXEL
+236.1%
+92.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.7% |
| 7D | +8.0% | -2.4% | +10.4% | +8.2% |
| 30D | -9.3% | +17.9% | -27.2% | -10.5% |
| 3M | -21.3% | +33.3% | -54.6% | -23.0% |
| 6M | -31.5% | +46.6% | -78.0% | -33.3% |
| YTD | -23.2% | +61.0% | -84.3% | -25.7% |
| 1Y | -15.0% | +70.4% | -85.5% | -17.6% |
| 3Y | +328.7% | +236.1% | +92.6% | +300.7% |
| All | +328.7% | +236.1% | +92.6% | +300.7% |
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