+538.5%
KGC vs EXPD
+334.2%
+204.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.2% |
| 7D | +11.1% | -5.5% | +16.6% | +12.2% |
| 30D | -3.7% | -1.9% | -1.9% | -3.6% |
| 3M | -17.2% | +6.1% | -23.3% | -18.3% |
| 6M | -27.3% | +21.6% | -48.9% | -30.1% |
| YTD | -18.5% | +27.9% | -46.4% | -22.9% |
| 1Y | -5.7% | +39.4% | -45.1% | -12.2% |
| 3Y | +336.5% | +72.7% | +263.8% | +282.8% |
| 5Y | +298.7% | +60.3% | +238.4% | +247.6% |
| 10Y | +538.5% | +332.6% | +206.0% | +534.3% |
| All | +538.5% | +334.2% | +204.4% | +534.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling