+30.9%
KRE vs KGC
+454.1%
-423.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | -3.4% | +10.5% | -13.9% | -4.1% |
| 3M | +3.7% | +19.8% | -16.1% | +2.3% |
| 6M | +14.8% | -6.7% | +21.4% | +14.9% |
| YTD | +14.7% | +7.8% | +6.9% | +13.2% |
| 1Y | +16.0% | +35.7% | -19.7% | +12.2% |
| 3Y | +84.3% | +553.7% | -469.4% | +50.9% |
| 5Y | +30.9% | +461.7% | -430.8% | +8.4% |
| All | +30.9% | +454.1% | -423.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling