+64.9%
XLC vs KGC
+350.6%
-285.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +2.3% |
| 7D | +7.1% | +11.1% | -4.1% | +6.2% |
| 30D | -2.7% | -3.7% | +1.0% | -2.6% |
| 3M | -3.2% | -17.2% | +14.0% | -2.3% |
| 6M | -7.7% | -27.3% | +19.6% | -6.0% |
| YTD | -8.0% | -18.5% | +10.6% | -7.8% |
| 1Y | -3.1% | -5.7% | +2.7% | -4.1% |
| 3Y | +64.9% | +336.5% | -271.6% | +39.6% |
| All | +64.9% | +350.6% | -285.8% | +39.6% |
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