+142.5%
XLC vs KGC
+828.0%
-685.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.6% |
| 3M | -0.7% | +8.1% | -8.8% | -1.6% |
| 6M | -5.1% | -8.8% | +3.6% | -4.9% |
| YTD | -4.3% | +10.1% | -14.3% | -6.0% |
| 1Y | -0.6% | +44.2% | -44.8% | -5.0% |
| 3Y | +72.7% | +533.0% | -460.3% | +42.2% |
| 5Y | +38.0% | +443.0% | -405.0% | +12.7% |
| All | +142.5% | +828.0% | -685.5% | +114.5% |
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