+585.5%
KGC vs XHB
+234.8%
+350.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.1% | -2.4% | -1.6% | -3.3% |
| 30D | -11.6% | +7.1% | -18.7% | -13.5% |
| 3M | -24.5% | -6.0% | -18.6% | -23.1% |
| 6M | -34.6% | +2.1% | -36.6% | -34.9% |
| YTD | -26.2% | -0.6% | -25.6% | -26.0% |
| 1Y | -20.1% | -3.3% | -16.8% | -19.3% |
| 3Y | +312.4% | +34.1% | +278.3% | +272.4% |
| 5Y | +224.9% | +28.6% | +196.3% | +188.2% |
| All | +585.5% | +234.8% | +350.7% | +442.8% |
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