-1.5%
XLC vs KGC
+28.8%
-30.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +0.8% |
| 7D | -1.7% | -8.4% | +6.8% | -1.3% |
| 30D | +0.2% | +6.3% | -6.1% | -0.1% |
| 3M | +0.7% | +22.4% | -21.7% | -0.3% |
| 6M | -4.5% | -11.4% | +7.0% | -4.4% |
| YTD | -4.7% | +3.1% | -7.9% | -5.3% |
| 1Y | -1.5% | +26.6% | -28.1% | -3.8% |
| All | -1.5% | +28.8% | -30.3% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling