+41.9%
XLP vs KGC
+317.1%
-275.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.3% |
| 7D | +0.7% | +10.5% | -9.7% | +0.5% |
| 30D | +10.3% | -4.1% | +14.3% | +10.2% |
| 3M | +6.5% | -13.1% | +19.6% | +6.7% |
| 6M | +8.4% | -27.5% | +35.9% | +9.2% |
| YTD | +18.2% | -20.7% | +38.9% | +18.4% |
| 1Y | +22.4% | -6.1% | +28.5% | +21.8% |
| 3Y | +41.9% | +318.6% | -276.7% | +27.1% |
| All | +41.9% | +317.1% | -275.2% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling