+9.5%
XLE vs KGC
-26.6%
+36.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | +0.4% |
| 7D | -12.0% | +10.5% | -22.5% | -10.6% |
| 30D | -2.7% | -4.1% | +1.3% | -2.6% |
| 3M | +6.6% | -13.1% | +19.7% | +6.2% |
| 6M | +9.5% | -27.5% | +37.1% | +6.1% |
| All | +9.5% | -26.6% | +36.1% | +6.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling