-68.9%
XYZ vs KGC
+450.1%
-519.0%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -0.6% |
| 30D | -1.7% | +20.3% | -22.0% | -7.2% |
| 3M | +16.7% | +8.1% | +8.7% | +13.1% |
| 6M | +26.9% | -8.8% | +35.6% | +28.4% |
| YTD | +27.1% | +10.1% | +17.1% | +20.3% |
| 1Y | +9.3% | +44.2% | -35.0% | -6.8% |
| 3Y | +42.3% | +533.0% | -490.8% | -35.2% |
| All | -68.9% | +450.1% | -519.0% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling