+217.7%
XLF vs KGC
+637.7%
-420.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +2.7% | -6.7% | +9.3% | +2.9% |
| 30D | +7.6% | -6.7% | +14.3% | +7.9% |
| 3M | +1.1% | -22.6% | +23.7% | +1.9% |
| 6M | +15.9% | -33.4% | +49.3% | +17.4% |
| YTD | +8.4% | -26.0% | +34.4% | +9.1% |
| 1Y | +12.5% | -18.3% | +30.8% | +12.7% |
| 3Y | +81.6% | +315.8% | -234.2% | +70.1% |
| 5Y | +59.3% | +225.7% | -166.4% | +47.7% |
| All | +217.7% | +637.7% | -420.0% | +214.0% |
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