+117.7%
KGC vs XHB
+170.3%
-52.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.8% | -3.0% |
| 7D | -4.1% | -2.4% | -1.6% | -3.4% |
| 30D | -11.6% | +7.1% | -18.7% | -13.4% |
| 3M | -24.5% | -6.0% | -18.6% | -23.2% |
| 6M | -34.6% | +2.1% | -36.6% | -34.9% |
| YTD | -26.2% | -0.6% | -25.6% | -25.9% |
| 1Y | -20.1% | -3.3% | -16.8% | -19.3% |
| 3Y | +312.4% | +34.1% | +278.3% | +274.3% |
| 5Y | +224.9% | +28.6% | +196.3% | +194.0% |
| 10Y | +608.7% | +235.0% | +373.7% | +383.2% |
| All | +117.7% | +170.3% | -52.6% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling