+799.3%
ENTG vs KGC
+567.0%
+232.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.3% | +11.6% | +11.3% |
| 7D | +7.9% | +0.2% | +7.7% | +7.9% |
| 30D | -3.6% | -8.8% | +5.3% | -2.2% |
| 3M | +2.7% | -21.1% | +23.8% | +6.5% |
| 6M | +3.6% | -32.3% | +35.9% | +9.9% |
| YTD | +83.6% | -23.5% | +107.1% | +90.8% |
| 1Y | +84.9% | -15.0% | +99.8% | +89.1% |
| 3Y | +63.2% | +327.5% | -264.3% | +29.8% |
| 5Y | +4.9% | +244.3% | -239.4% | -17.3% |
| 10Y | +799.3% | +634.8% | +164.6% | +579.3% |
| All | +799.3% | +567.0% | +232.3% | +579.3% |
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 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