+222.0%
KGC vs EXPD
+60.9%
+161.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -6.7% | +5.5% | -12.2% | -7.6% |
| 30D | -6.7% | -0.8% | -5.9% | -6.7% |
| 3M | -22.6% | +4.1% | -26.7% | -23.3% |
| 6M | -33.4% | +25.7% | -59.1% | -36.4% |
| YTD | -26.0% | +31.4% | -57.4% | -30.3% |
| 1Y | -18.3% | +42.2% | -60.5% | -24.3% |
| 3Y | +315.8% | +77.2% | +238.6% | +258.7% |
| All | +222.0% | +60.9% | +161.1% | +155.3% |
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 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