+244.3%
KGC vs XHB
+33.4%
+210.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.2% | -4.1% | +4.3% | +1.9% |
| 30D | -8.8% | +9.6% | -18.5% | -12.2% |
| 3M | -21.1% | -6.0% | -15.1% | -19.2% |
| 6M | -32.3% | +2.2% | -34.5% | -32.9% |
| YTD | -23.5% | +1.1% | -24.6% | -23.9% |
| 1Y | -15.0% | -1.7% | -13.2% | -14.7% |
| 3Y | +327.5% | +36.5% | +291.1% | +262.1% |
| 5Y | +244.3% | +33.5% | +210.8% | +163.0% |
| All | +244.3% | +33.4% | +210.9% | +163.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling