+820.5%
XLB vs KGC
+433.2%
+387.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +1.9% | -0.1% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -0.4% | +20.3% | -20.7% | -2.2% |
| 3M | +2.0% | +8.1% | -6.1% | +0.9% |
| 6M | +1.8% | -8.8% | +10.6% | +2.2% |
| YTD | +16.6% | +10.1% | +6.5% | +14.7% |
| 1Y | +16.9% | +44.2% | -27.3% | +11.8% |
| 3Y | +32.6% | +533.0% | -500.5% | +9.0% |
| 5Y | +35.6% | +443.0% | -407.4% | +11.6% |
| 10Y | +160.0% | +678.6% | -518.5% | +98.5% |
| All | +820.5% | +433.2% | +387.3% | +618.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling