+64.5%
XYZ vs KGC
+330.4%
-265.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.8% | +2.4% | -2.1% |
| 7D | +12.6% | +8.0% | +4.6% | +10.9% |
| 30D | +10.8% | -9.3% | +20.1% | +12.8% |
| 3M | +8.4% | -21.3% | +29.7% | +13.1% |
| 6M | +14.3% | -31.5% | +45.8% | +22.1% |
| YTD | +31.5% | -23.2% | +54.7% | +36.4% |
| 1Y | +28.1% | -15.0% | +43.1% | +30.2% |
| All | +64.5% | +330.4% | -265.9% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling