+121.9%
KRE vs KGC
+698.0%
-576.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -1.8% | -5.6% | +3.8% | -1.7% |
| 30D | -4.5% | +6.1% | -10.6% | -4.6% |
| 3M | +2.7% | +17.3% | -14.6% | +2.5% |
| 6M | +16.9% | -10.3% | +27.1% | +16.9% |
| YTD | +15.4% | +3.9% | +11.5% | +15.2% |
| 1Y | +16.1% | +25.7% | -9.7% | +15.6% |
| 3Y | +85.7% | +526.0% | -440.2% | +81.2% |
| 5Y | +33.3% | +455.5% | -422.2% | +29.5% |
| All | +121.9% | +698.0% | -576.1% | +131.3% |
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