+139.5%
XLP vs KGC
+637.7%
-498.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +2.5% | -6.7% | +9.2% | +2.9% |
| 30D | +7.3% | -6.7% | +14.0% | +7.6% |
| 3M | +8.1% | -22.6% | +30.7% | +9.3% |
| 6M | +10.5% | -33.4% | +43.9% | +12.4% |
| YTD | +21.2% | -26.0% | +47.2% | +22.1% |
| 1Y | +22.7% | -18.3% | +41.0% | +22.9% |
| 3Y | +44.8% | +315.8% | -271.0% | +29.2% |
| 5Y | +44.7% | +225.7% | -181.0% | +29.1% |
| All | +139.5% | +637.7% | -498.2% | +106.4% |
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 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