+508.9%
XLP vs KGC
+433.2%
+75.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.0% | -1.3% | +0.3% | -1.0% |
| 30D | -0.9% | +20.3% | -21.2% | -1.2% |
| 3M | +3.8% | +8.1% | -4.3% | +3.6% |
| 6M | -1.7% | -8.8% | +7.0% | -1.7% |
| YTD | +10.3% | +10.1% | +0.2% | +9.8% |
| 1Y | +7.8% | +44.2% | -36.4% | +6.7% |
| 3Y | +27.2% | +533.0% | -505.8% | +22.1% |
| 5Y | +32.5% | +443.0% | -410.5% | +27.1% |
| 10Y | +101.8% | +678.6% | -576.8% | +91.7% |
| All | +508.9% | +433.2% | +75.8% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling