+164.2%
XLB vs KGC
+506.2%
-342.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.6% |
| 7D | +0.5% | +8.0% | -7.5% | -0.5% |
| 30D | +6.9% | -9.3% | +16.2% | +8.1% |
| 3M | -0.2% | -21.3% | +21.2% | +2.5% |
| 6M | +3.3% | -31.5% | +34.8% | +7.5% |
| YTD | +18.0% | -23.2% | +41.3% | +20.5% |
| 1Y | +24.2% | -15.0% | +39.3% | +25.2% |
| 3Y | +44.7% | +328.7% | -284.0% | +17.8% |
| 5Y | +31.6% | +262.9% | -231.3% | +6.2% |
| 10Y | +164.2% | +568.9% | -404.7% | +105.9% |
| All | +164.2% | +506.2% | -342.0% | +105.9% |
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