+147.5%
XEL vs KGC
+692.5%
-545.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -1.2% | -8.4% | +7.2% | -0.5% |
| 30D | -2.9% | +6.3% | -9.2% | -3.5% |
| 3M | -2.7% | +22.4% | -25.2% | -4.6% |
| 6M | -6.5% | -11.4% | +4.9% | -6.1% |
| YTD | +3.6% | +3.1% | +0.5% | +2.4% |
| 1Y | +7.5% | +26.6% | -19.1% | +4.1% |
| 3Y | +46.3% | +525.6% | -479.2% | +21.1% |
| 5Y | +30.5% | +451.7% | -421.1% | +7.4% |
| All | +147.5% | +692.5% | -545.0% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling