+225.7%
XLE vs KGC
+450.8%
-225.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | +12.6% | +9.2% | +3.4% | +11.6% |
| 3M | +11.8% | +16.7% | -4.9% | +9.8% |
| 6M | +16.1% | -7.0% | +23.1% | +16.2% |
| YTD | +46.9% | +7.5% | +39.4% | +43.2% |
| 1Y | +53.3% | +34.4% | +18.9% | +43.8% |
| 3Y | +54.9% | +552.0% | -497.0% | +6.6% |
| 5Y | +225.7% | +454.5% | -228.8% | +124.7% |
| All | +225.7% | +450.8% | -225.1% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling