+134.0%
XLC vs KGC
+547.2%
-413.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.1% | +0.9% |
| 7D | +6.2% | +8.0% | -1.8% | +5.5% |
| 30D | -2.4% | -9.3% | +6.9% | -1.7% |
| 3M | -3.3% | -21.3% | +18.0% | -1.7% |
| 6M | -7.3% | -31.5% | +24.2% | -4.9% |
| YTD | -7.6% | -23.2% | +15.6% | -6.7% |
| 1Y | -3.7% | -15.0% | +11.3% | -3.7% |
| 3Y | +62.9% | +328.7% | -265.8% | +38.4% |
| 5Y | +41.6% | +262.9% | -221.2% | +19.2% |
| All | +134.0% | +547.2% | -413.2% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling