+640.9%
XLU vs KGC
+422.1%
+218.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | +0.6% | -0.1% | +0.7% | +0.6% |
| 30D | -0.4% | +10.5% | -10.9% | -1.0% |
| 3M | -1.7% | +19.8% | -21.5% | -2.8% |
| 6M | -7.1% | -6.7% | -0.4% | -7.1% |
| YTD | +1.9% | +7.8% | -5.8% | +1.0% |
| 1Y | +6.1% | +35.7% | -29.6% | +3.8% |
| 3Y | +48.8% | +553.7% | -504.9% | +34.0% |
| 5Y | +43.8% | +461.7% | -417.9% | +29.5% |
| 10Y | +143.2% | +710.2% | -567.0% | +111.6% |
| All | +640.9% | +422.1% | +218.8% | +551.0% |
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