+152.6%
XRT vs KGC
+496.6%
-344.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.5% |
| 7D | +2.5% | +11.1% | -8.7% | +1.7% |
| 30D | +10.3% | -3.7% | +14.1% | +10.5% |
| 3M | +2.4% | -17.2% | +19.6% | +3.5% |
| 6M | +10.0% | -27.3% | +37.3% | +11.9% |
| YTD | +9.5% | -18.5% | +28.1% | +10.2% |
| 1Y | +17.2% | -5.7% | +22.9% | +16.5% |
| 3Y | +62.0% | +336.5% | -274.5% | +42.6% |
| 5Y | -2.1% | +298.7% | -300.8% | -15.0% |
| 10Y | +152.6% | +538.5% | -386.0% | +122.5% |
| All | +152.6% | +496.6% | -344.0% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling