+788.5%
XLK vs KGC
+698.0%
+90.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.3% |
| 7D | +0.2% | -5.6% | +5.8% | +0.8% |
| 30D | -0.6% | +6.1% | -6.8% | -1.4% |
| 3M | +2.6% | +17.3% | -14.8% | +0.6% |
| 6M | +34.0% | -10.3% | +44.3% | +34.6% |
| YTD | +30.7% | +3.9% | +26.8% | +29.1% |
| 1Y | +39.2% | +25.7% | +13.5% | +34.8% |
| 3Y | +120.4% | +526.0% | -405.5% | +83.1% |
| 5Y | +148.8% | +455.5% | -306.7% | +105.0% |
| All | +788.5% | +698.0% | +90.5% | +651.3% |
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