+262.9%
KGC vs EXPD
+60.8%
+202.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | +8.0% | -7.4% | +15.4% | +9.5% |
| 30D | -9.3% | -2.1% | -7.2% | -9.1% |
| 3M | -21.3% | +5.7% | -27.0% | -22.3% |
| 6M | -31.5% | +21.4% | -52.8% | -34.2% |
| YTD | -23.2% | +27.6% | -50.9% | -27.4% |
| 1Y | -15.0% | +36.1% | -51.2% | -20.6% |
| 3Y | +328.7% | +69.9% | +258.8% | +272.8% |
| 5Y | +262.9% | +59.7% | +203.2% | +189.9% |
| All | +262.9% | +60.8% | +202.1% | +189.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling