+35.5%
XLV vs KGC
+453.5%
-418.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -3.6% | -5.6% | +2.1% | -3.1% |
| 30D | -1.8% | +6.1% | -8.0% | -2.3% |
| 3M | +7.8% | +17.3% | -9.5% | +6.3% |
| 6M | +9.1% | -10.3% | +19.4% | +9.5% |
| YTD | +7.7% | +3.9% | +3.9% | +6.5% |
| 1Y | +20.4% | +25.7% | -5.3% | +16.9% |
| 3Y | +30.8% | +526.0% | -495.2% | +8.2% |
| All | +35.5% | +453.5% | -418.1% | +12.2% |
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