+86.4%
KRE vs KGC
+556.1%
-469.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -1.2% |
| 7D | +2.3% | +2.4% | -0.1% | +2.2% |
| 30D | -2.5% | +9.2% | -11.7% | -2.9% |
| 3M | +6.2% | +16.7% | -10.5% | +5.3% |
| 6M | +15.8% | -7.0% | +22.8% | +16.0% |
| YTD | +16.0% | +7.5% | +8.5% | +14.9% |
| 1Y | +16.2% | +34.4% | -18.2% | +13.2% |
| 3Y | +86.4% | +552.0% | -465.6% | +43.3% |
| All | +86.4% | +556.1% | -469.7% | +43.3% |
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 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