+655.3%
KGC vs XME
+426.6%
+228.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.7% | -0.6% | -2.0% |
| 7D | -8.4% | -3.0% | -5.4% | -6.6% |
| 30D | +6.3% | -2.6% | +8.9% | +8.2% |
| 3M | +22.4% | +2.2% | +20.3% | +21.2% |
| 6M | -11.4% | +0.7% | -12.1% | -11.1% |
| YTD | +3.1% | +10.9% | -7.8% | -1.5% |
| 1Y | +26.6% | +35.7% | -9.1% | +8.0% |
| 3Y | +525.6% | +127.1% | +398.5% | +294.8% |
| 5Y | +451.7% | +168.5% | +283.2% | +216.7% |
| All | +655.3% | +426.6% | +228.7% | +147.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling