+68.4%
XLE vs KGC
+314.0%
-245.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +1.5% |
| 7D | +4.4% | -4.1% | +8.5% | +4.4% |
| 30D | -4.3% | -11.6% | +7.4% | -4.2% |
| 3M | +6.0% | -24.5% | +30.6% | +6.2% |
| 6M | +13.2% | -34.6% | +47.8% | +14.0% |
| YTD | +46.7% | -26.2% | +72.9% | +45.8% |
| 1Y | +46.6% | -20.1% | +66.7% | +44.8% |
| All | +68.4% | +314.0% | -245.6% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling