+39.5%
XLC vs KGC
+296.2%
-256.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.3% | +2.2% |
| 7D | +7.1% | +11.1% | -4.1% | +5.8% |
| 30D | -2.7% | -3.7% | +1.0% | -2.5% |
| 3M | -3.2% | -17.2% | +14.0% | -1.7% |
| 6M | -7.7% | -27.3% | +19.6% | -5.1% |
| YTD | -8.0% | -18.5% | +10.6% | -7.6% |
| 1Y | -3.1% | -5.7% | +2.7% | -4.6% |
| 3Y | +64.9% | +336.5% | -271.6% | +25.7% |
| 5Y | +39.5% | +298.7% | -259.2% | +4.8% |
| All | +39.5% | +296.2% | -256.7% | +4.8% |
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 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