+89.8%
KRE vs KGC
+314.0%
-224.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +3.0% | -0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.5% |
| 30D | +5.0% | -11.6% | +16.7% | +5.5% |
| 3M | -5.7% | -24.5% | +18.8% | -4.8% |
| 6M | +7.5% | -34.6% | +42.1% | +9.2% |
| YTD | +13.8% | -26.2% | +40.0% | +14.4% |
| 1Y | +20.7% | -20.1% | +40.8% | +20.8% |
| All | +89.8% | +314.0% | -224.2% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling