+445.9%
KGC vs XLRE
+8.4%
+437.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -5.6% | -1.2% | -4.5% | -4.9% |
| 30D | +6.1% | -2.4% | +8.6% | +7.9% |
| 3M | +17.3% | -2.5% | +19.8% | +19.1% |
| 6M | -10.3% | +4.0% | -14.3% | -12.5% |
| YTD | +3.9% | +9.3% | -5.4% | -2.1% |
| 1Y | +25.7% | +5.6% | +20.1% | +21.2% |
| 3Y | +526.0% | +31.3% | +494.7% | +417.6% |
| All | +445.9% | +8.4% | +437.5% | +402.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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