+943.2%
XBI vs KGC
+217.8%
+725.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -0.9% | +2.4% | -3.3% | -1.2% |
| 30D | +2.9% | +9.2% | -6.3% | +1.9% |
| 3M | +26.2% | +16.7% | +9.5% | +23.9% |
| 6M | +30.7% | -7.0% | +37.7% | +31.0% |
| YTD | +32.9% | +7.5% | +25.4% | +31.0% |
| 1Y | +72.3% | +34.4% | +37.9% | +65.7% |
| 3Y | +107.2% | +552.0% | -444.8% | +69.2% |
| 5Y | +23.2% | +454.5% | -431.4% | +0.7% |
| 10Y | +158.5% | +658.7% | -500.1% | +98.2% |
| All | +943.2% | +217.8% | +725.4% | +636.6% |
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