+163.9%
XLE vs KGC
+496.6%
-332.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | -7.9% | +11.1% | -19.0% | -8.6% |
| 30D | -4.8% | -3.7% | -1.1% | -4.7% |
| 3M | +8.4% | -17.2% | +25.6% | +9.5% |
| 6M | +12.7% | -27.3% | +40.0% | +14.7% |
| YTD | +41.3% | -18.5% | +59.8% | +41.3% |
| 1Y | +42.3% | -5.7% | +48.0% | +40.2% |
| 3Y | +65.1% | +336.5% | -271.4% | +36.8% |
| 5Y | +150.2% | +298.7% | -148.5% | +104.1% |
| 10Y | +163.9% | +538.5% | -374.6% | +110.7% |
| All | +163.9% | +496.6% | -332.7% | +110.7% |
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