+3.6%
XLY vs KGC
-5.3%
+8.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +7.5% | -3.2% | +3.2% |
| 7D | +6.1% | -6.8% | +12.9% | +6.9% |
| 30D | +10.8% | -9.2% | +19.9% | +11.9% |
| 3M | +3.6% | -9.1% | +12.8% | +4.2% |
| 6M | +4.4% | -25.7% | +30.0% | +7.4% |
| YTD | +3.1% | -23.6% | +26.7% | +2.8% |
| 1Y | +3.6% | -4.3% | +7.9% | -2.0% |
| All | +3.6% | -5.3% | +8.9% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling