-20.1%
KGC vs XHB
-3.6%
-16.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -2.4% |
| 7D | -4.1% | -2.4% | -1.6% | -2.4% |
| 30D | -11.6% | +7.1% | -18.7% | -15.7% |
| 3M | -24.5% | -6.0% | -18.6% | -21.6% |
| 6M | -34.6% | +2.1% | -36.6% | -36.0% |
| YTD | -26.2% | -0.6% | -25.6% | -26.9% |
| 1Y | -20.1% | -3.3% | -16.8% | -20.1% |
| All | -20.1% | -3.6% | -16.5% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling