+167.7%
XLE vs KGC
+663.0%
-495.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +2.2% | -1.3% | +3.5% | +2.3% |
| 30D | +11.8% | +20.3% | -8.5% | +10.0% |
| 3M | +9.8% | +8.1% | +1.7% | +8.8% |
| 6M | +15.6% | -8.8% | +24.3% | +15.7% |
| YTD | +45.3% | +10.1% | +35.2% | +42.3% |
| 1Y | +48.3% | +44.2% | +4.1% | +40.9% |
| 3Y | +55.4% | +533.0% | -477.6% | +24.7% |
| 5Y | +216.1% | +443.0% | -226.9% | +151.7% |
| All | +167.7% | +663.0% | -495.3% | +112.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling