+145.6%
XLK vs KGC
+435.7%
-290.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.7% |
| 7D | -0.4% | -8.4% | +8.0% | +1.0% |
| 30D | -0.5% | +6.3% | -6.8% | -1.7% |
| 3M | +5.0% | +22.4% | -17.4% | +1.1% |
| 6M | +32.9% | -11.4% | +44.3% | +34.1% |
| YTD | +29.0% | +3.1% | +25.8% | +26.5% |
| 1Y | +37.8% | +26.6% | +11.2% | +30.3% |
| 3Y | +118.7% | +525.6% | -406.9% | +56.8% |
| 5Y | +145.6% | +451.7% | -306.1% | +73.6% |
| All | +145.6% | +435.7% | -290.2% | +73.6% |
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