+135.9%
XLU vs KGC
+698.0%
-562.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.6% | -5.6% | +4.0% | -1.1% |
| 30D | -3.3% | +6.1% | -9.5% | -4.0% |
| 3M | -3.2% | +17.3% | -20.5% | -5.0% |
| 6M | -7.0% | -10.3% | +3.3% | -6.6% |
| YTD | +0.6% | +3.9% | -3.2% | -0.9% |
| 1Y | +2.4% | +25.7% | -23.3% | -1.4% |
| 3Y | +46.3% | +526.0% | -479.7% | +17.6% |
| 5Y | +44.0% | +455.5% | -411.5% | +15.1% |
| All | +135.9% | +698.0% | -562.1% | +79.9% |
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