+19.8%
XBI vs KGC
+435.7%
-415.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.8% |
| 7D | -4.6% | -8.4% | +3.8% | -3.1% |
| 30D | -0.8% | +6.3% | -7.1% | -2.0% |
| 3M | +21.8% | +22.4% | -0.6% | +16.9% |
| 6M | +23.2% | -11.4% | +34.6% | +24.6% |
| YTD | +28.7% | +3.1% | +25.6% | +26.1% |
| 1Y | +67.8% | +26.6% | +41.2% | +57.6% |
| 3Y | +100.6% | +525.6% | -424.9% | +33.5% |
| 5Y | +19.8% | +451.7% | -431.8% | -18.5% |
| All | +19.8% | +435.7% | -415.9% | -18.5% |
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