+454.5%
KGC vs XME
+179.6%
+274.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.5% | -3.2% |
| 7D | +2.4% | +3.6% | -1.2% | -0.4% |
| 30D | +9.2% | +3.6% | +5.6% | +6.2% |
| 3M | +16.7% | +1.2% | +15.5% | +15.9% |
| 6M | -7.0% | +9.0% | -16.1% | -12.4% |
| YTD | +7.5% | +15.9% | -8.4% | -2.2% |
| 1Y | +34.4% | +43.2% | -8.8% | +6.0% |
| 3Y | +552.0% | +137.4% | +414.6% | +256.2% |
| 5Y | +454.5% | +185.0% | +269.5% | +169.8% |
| All | +454.5% | +179.6% | +274.9% | +169.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling