+891.0%
XLV vs KGC
+399.7%
+491.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.5% |
| 7D | -4.4% | -8.4% | +4.0% | -4.2% |
| 30D | -1.4% | +6.3% | -7.7% | -1.5% |
| 3M | +8.9% | +22.4% | -13.6% | +8.3% |
| 6M | +9.1% | -11.4% | +20.5% | +9.2% |
| YTD | +7.9% | +3.1% | +4.8% | +7.6% |
| 1Y | +22.7% | +26.6% | -3.9% | +21.8% |
| 3Y | +31.9% | +525.6% | -493.7% | +26.5% |
| 5Y | +34.9% | +451.7% | -416.8% | +29.2% |
| 10Y | +173.9% | +675.3% | -501.5% | +160.0% |
| All | +891.0% | +399.7% | +491.3% | +893.2% |
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 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