+64.4%
XLF vs KGC
+454.1%
-389.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.3% | +10.5% | -11.8% | -2.2% |
| 3M | +9.1% | +19.8% | -10.6% | +7.2% |
| 6M | +14.4% | -6.7% | +21.0% | +14.4% |
| YTD | +5.1% | +7.8% | -2.7% | +3.3% |
| 1Y | +8.6% | +35.7% | -27.0% | +4.0% |
| 3Y | +74.4% | +553.7% | -479.3% | +37.1% |
| 5Y | +64.4% | +461.7% | -397.3% | +28.4% |
| All | +64.4% | +454.1% | -389.8% | +28.4% |
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