+552.0%
KGC vs XHB
+26.5%
+525.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.5% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | +9.2% | -9.1% | +18.3% | +12.8% |
| 3M | +16.7% | -2.3% | +19.1% | +17.6% |
| 6M | -7.0% | -4.1% | -2.9% | -5.9% |
| YTD | +7.5% | -1.7% | +9.2% | +8.2% |
| 1Y | +34.4% | -15.1% | +49.5% | +39.4% |
| 3Y | +552.0% | +26.8% | +525.1% | +489.6% |
| All | +552.0% | +26.5% | +525.5% | +489.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling