+38.4%
XLC vs KGC
+464.0%
-425.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.9% |
| 7D | -0.8% | -1.3% | +0.4% | -0.7% |
| 30D | +1.0% | +20.3% | -19.2% | -1.2% |
| 3M | -0.7% | +8.1% | -8.8% | -1.9% |
| 6M | -5.1% | -8.8% | +3.6% | -4.8% |
| YTD | -4.3% | +10.1% | -14.3% | -6.6% |
| 1Y | -0.6% | +44.2% | -44.8% | -6.9% |
| 3Y | +72.7% | +533.0% | -460.3% | +27.0% |
| All | +38.4% | +464.0% | -425.6% | +0.6% |
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 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