+155.8%
KRE vs KGC
+263.9%
-108.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +1.3% | -1.3% | +2.6% | +1.4% |
| 30D | -2.7% | +20.3% | -23.0% | -3.7% |
| 3M | +8.2% | +8.1% | +0.1% | +7.5% |
| 6M | +12.8% | -8.8% | +21.6% | +13.0% |
| YTD | +17.5% | +10.1% | +7.4% | +16.3% |
| 1Y | +16.6% | +44.2% | -27.6% | +13.5% |
| 3Y | +79.5% | +533.0% | -453.6% | +60.3% |
| 5Y | +32.4% | +443.0% | -410.6% | +18.1% |
| 10Y | +124.1% | +678.6% | -554.4% | +89.9% |
| All | +155.8% | +263.9% | -108.1% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling