+814.0%
KGC vs EXEL
+273.2%
+540.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -1.3% | +8.4% | -9.7% | -1.6% |
| 30D | +20.3% | +4.1% | +16.2% | +20.1% |
| 3M | +8.1% | +12.4% | -4.3% | +7.6% |
| 6M | -8.8% | +41.5% | -50.3% | -9.9% |
| YTD | +10.1% | +34.6% | -24.6% | +8.9% |
| 1Y | +44.2% | +57.9% | -13.6% | +41.8% |
| 3Y | +533.0% | +159.5% | +373.5% | +509.2% |
| 5Y | +443.0% | +198.5% | +244.5% | +418.8% |
| 10Y | +678.6% | +411.4% | +267.2% | +616.5% |
| All | +814.0% | +273.2% | +540.8% | +723.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling