+36.5%
XLB vs KGC
+450.8%
-414.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.5% |
| 7D | -0.2% | +2.4% | -2.7% | -0.7% |
| 30D | -1.7% | +9.2% | -11.0% | -3.5% |
| 3M | +4.4% | +16.7% | -12.4% | +0.9% |
| 6M | +5.0% | -7.0% | +12.0% | +5.3% |
| YTD | +15.5% | +7.5% | +8.0% | +12.2% |
| 1Y | +14.9% | +34.4% | -19.4% | +6.6% |
| 3Y | +34.5% | +552.0% | -517.4% | -12.2% |
| 5Y | +36.5% | +454.5% | -418.0% | -12.1% |
| All | +36.5% | +450.8% | -414.3% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling