+42.8%
XLP vs KGC
+296.2%
-253.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.8% |
| 7D | +0.1% | +11.1% | -11.1% | -0.5% |
| 30D | +8.9% | -3.7% | +12.7% | +9.0% |
| 3M | +7.5% | -17.2% | +24.7% | +8.3% |
| 6M | +9.4% | -27.3% | +36.7% | +10.9% |
| YTD | +19.3% | -18.5% | +37.8% | +19.5% |
| 1Y | +21.7% | -5.7% | +27.4% | +20.7% |
| 3Y | +44.0% | +336.5% | -292.5% | +23.4% |
| 5Y | +42.8% | +298.7% | -255.9% | +21.3% |
| All | +42.8% | +296.2% | -253.4% | +21.3% |
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 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