+1,096.1%
XLY vs KGC
+399.7%
+696.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | -0.3% |
| 7D | -3.9% | -8.4% | +4.6% | -3.6% |
| 30D | -6.1% | +6.3% | -12.5% | -6.3% |
| 3M | -1.2% | +22.4% | -23.6% | -1.9% |
| 6M | -1.8% | -11.4% | +9.6% | -1.6% |
| YTD | -5.9% | +3.1% | -9.0% | -6.2% |
| 1Y | -3.1% | +26.6% | -29.7% | -4.1% |
| 3Y | +36.0% | +525.6% | -489.6% | +27.9% |
| 5Y | +27.6% | +451.7% | -424.1% | +19.8% |
| 10Y | +216.8% | +675.3% | -458.6% | +193.6% |
| All | +1,096.1% | +399.7% | +696.4% | +1,104.3% |
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