+1,117.4%
XLI vs KGC
+433.2%
+684.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -1.1% | -1.3% | +0.2% | -1.0% |
| 30D | -5.9% | +20.3% | -26.2% | -6.7% |
| 3M | -0.3% | +8.1% | -8.3% | -0.7% |
| 6M | +0.1% | -8.8% | +8.9% | +0.2% |
| YTD | +13.6% | +10.1% | +3.5% | +12.8% |
| 1Y | +17.2% | +44.2% | -27.0% | +15.1% |
| 3Y | +68.2% | +533.0% | -464.8% | +56.0% |
| 5Y | +80.7% | +443.0% | -362.3% | +67.4% |
| 10Y | +253.3% | +678.6% | -425.3% | +219.1% |
| All | +1,117.4% | +433.2% | +684.3% | +1,119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling