+20.7%
XYZ vs KGC
-5.3%
+26.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +7.5% | +7.8% | +13.4% |
| 7D | +16.5% | -6.8% | +23.3% | +18.1% |
| 30D | +15.0% | -9.2% | +24.1% | +17.0% |
| 3M | +3.5% | -9.1% | +12.6% | +4.4% |
| 6M | +21.9% | -25.7% | +47.5% | +28.7% |
| YTD | +34.6% | -23.6% | +58.3% | +39.1% |
| 1Y | +20.7% | -4.3% | +25.0% | +13.6% |
| All | +20.7% | -5.3% | +26.0% | +13.6% |
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