+73.6%
XLC vs KGC
+562.0%
-488.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -1.0% |
| 7D | -0.8% | -1.3% | +0.4% | -0.8% |
| 30D | +1.0% | +20.3% | -19.2% | -0.4% |
| 3M | -0.7% | +8.1% | -8.8% | -1.5% |
| 6M | -5.1% | -8.8% | +3.6% | -4.9% |
| YTD | -4.3% | +10.1% | -14.3% | -5.9% |
| 1Y | -0.6% | +44.2% | -44.8% | -5.0% |
| All | +73.6% | +562.0% | -488.4% | +40.1% |
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 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