+6.8%
XEL vs KGC
+28.2%
-21.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -0.3% | -5.6% | +5.3% | -0.1% |
| 30D | -3.9% | +6.1% | -10.1% | -4.3% |
| 3M | -2.8% | +17.3% | -20.1% | -3.7% |
| 6M | -5.4% | -10.3% | +4.9% | -5.2% |
| YTD | +3.8% | +3.9% | -0.1% | +3.6% |
| 1Y | +6.8% | +25.7% | -18.9% | +9.5% |
| All | +6.8% | +28.2% | -21.4% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling