-2.0%
XRT vs KGC
+33.7%
-35.7%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.9% | +10.5% | -17.4% | -7.8% |
| 3M | -0.4% | +19.8% | -20.2% | -2.1% |
| 6M | +2.2% | -6.7% | +8.9% | +2.2% |
| YTD | -0.7% | +7.8% | -8.5% | -2.2% |
| 1Y | -2.0% | +35.7% | -37.7% | -3.9% |
| All | -2.0% | +33.7% | -35.7% | -3.9% |
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