+46.7%
XLB vs KGC
+350.6%
-304.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.5% |
| 7D | -1.4% | +11.1% | -12.5% | -3.0% |
| 30D | +7.1% | -3.7% | +10.8% | +7.5% |
| 3M | +0.6% | -17.2% | +17.8% | +3.1% |
| 6M | +3.5% | -27.3% | +30.8% | +7.5% |
| YTD | +18.2% | -18.5% | +36.8% | +20.2% |
| 1Y | +25.6% | -5.7% | +31.3% | +25.3% |
| 3Y | +46.7% | +336.5% | -289.8% | +11.4% |
| All | +46.7% | +350.6% | -304.0% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling