+42.0%
XLP vs KGC
+286.2%
-244.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.0% | -4.3% | -1.4% |
| 7D | +0.7% | +10.5% | -9.7% | +0.2% |
| 30D | +10.3% | -4.1% | +14.3% | +10.4% |
| 3M | +6.5% | -13.1% | +19.6% | +7.0% |
| 6M | +8.4% | -27.5% | +35.9% | +9.8% |
| YTD | +18.2% | -20.7% | +38.9% | +18.6% |
| 1Y | +22.4% | -6.1% | +28.5% | +21.3% |
| 3Y | +41.9% | +318.6% | -276.7% | +22.0% |
| All | +42.0% | +286.2% | -244.2% | +20.8% |
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