+99.4%
XBI vs KGC
+524.7%
-425.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -4.6% | -5.6% | +1.0% | -3.8% |
| 30D | -2.0% | +6.1% | -8.1% | -3.1% |
| 3M | +17.8% | +17.3% | +0.5% | +14.3% |
| 6M | +23.7% | -10.3% | +34.0% | +24.5% |
| YTD | +28.2% | +3.9% | +24.4% | +26.1% |
| 1Y | +64.0% | +25.7% | +38.2% | +56.4% |
| 3Y | +99.4% | +526.0% | -426.6% | +41.6% |
| All | +99.4% | +524.7% | -425.3% | +41.6% |
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 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