+70.8%
XLI vs KGC
+236.1%
-165.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.5% |
| 7D | +4.3% | -4.1% | +8.4% | +4.8% |
| 30D | +0.5% | -11.6% | +12.1% | +1.7% |
| 3M | -8.6% | -24.5% | +15.9% | -6.1% |
| 6M | -2.3% | -34.6% | +32.2% | +1.7% |
| YTD | +10.1% | -26.2% | +36.3% | +12.3% |
| 1Y | +11.0% | -20.1% | +31.1% | +12.2% |
| 3Y | +72.3% | +312.4% | -240.1% | +38.1% |
| 5Y | +70.8% | +224.9% | -154.1% | +36.7% |
| All | +70.8% | +236.1% | -165.2% | +36.7% |
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