-4.3%
KGC vs XME
+5.2%
-9.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.0% | +8.5% | +8.5% |
| 7D | -6.8% | -5.5% | -1.3% | -1.2% |
| 30D | -9.2% | -11.1% | +2.0% | +2.5% |
| 3M | -9.1% | -11.1% | +2.0% | +2.8% |
| 6M | -25.7% | -18.0% | -7.7% | -9.2% |
| YTD | -23.6% | -7.4% | -16.3% | -15.6% |
| 1Y | -4.3% | +6.7% | -11.0% | -7.1% |
| All | -4.3% | +5.2% | -9.5% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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