+159.6%
XLB vs KGC
+645.2%
-485.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.7% |
| 7D | -0.2% | +2.4% | -2.7% | -0.6% |
| 30D | -1.7% | +9.2% | -11.0% | -3.0% |
| 3M | +4.4% | +16.7% | -12.4% | +2.0% |
| 6M | +5.0% | -7.0% | +12.0% | +5.2% |
| YTD | +15.5% | +7.5% | +8.0% | +13.3% |
| 1Y | +14.9% | +34.4% | -19.4% | +9.5% |
| 3Y | +34.5% | +552.0% | -517.4% | +4.5% |
| 5Y | +36.5% | +454.5% | -418.0% | +5.5% |
| 10Y | +159.6% | +658.7% | -499.1% | +99.0% |
| All | +159.6% | +645.2% | -485.6% | +99.0% |
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