+20.7%
XLK vs KGC
-5.3%
+26.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.5% | -7.5% | -1.5% |
| 7D | -7.6% | -6.8% | -0.8% | -6.4% |
| 30D | -12.2% | -9.2% | -3.0% | -10.6% |
| 3M | -5.5% | -9.1% | +3.7% | -4.9% |
| 6M | +9.2% | -25.7% | +34.8% | +14.2% |
| YTD | +23.0% | -23.6% | +46.7% | +24.5% |
| 1Y | +20.7% | -4.3% | +25.0% | +13.4% |
| All | +20.7% | -5.3% | +26.0% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling