+660.5%
KGC vs XHB
+215.4%
+445.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -5.6% | -4.6% | -1.0% | -4.3% |
| 30D | +6.1% | -9.1% | +15.3% | +9.3% |
| 3M | +17.3% | -8.6% | +25.9% | +20.4% |
| 6M | -10.3% | -4.0% | -6.3% | -9.1% |
| YTD | +3.9% | -3.9% | +7.8% | +5.2% |
| 1Y | +25.7% | -16.5% | +42.2% | +31.9% |
| 3Y | +526.0% | +22.6% | +503.4% | +480.7% |
| 5Y | +455.5% | +33.9% | +421.5% | +390.9% |
| All | +660.5% | +215.4% | +445.1% | +582.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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