+83.8%
KRE vs KGC
+637.7%
-553.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.7% | -6.7% | +7.4% | +0.9% |
| 30D | +6.1% | -6.7% | +12.8% | +6.2% |
| 3M | -5.9% | -22.6% | +16.7% | -5.6% |
| 6M | +9.6% | -33.4% | +43.0% | +10.2% |
| YTD | +14.2% | -26.0% | +40.2% | +14.5% |
| 1Y | +22.5% | -18.3% | +40.8% | +22.6% |
| 3Y | +90.4% | +315.8% | -225.4% | +85.3% |
| 5Y | +11.9% | +225.7% | -213.8% | +7.8% |
| All | +83.8% | +637.7% | -553.9% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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