-2.7%
ENTG vs KGC
+265.7%
-268.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.8% | +4.7% | +0.5% |
| 7D | -9.3% | +8.0% | -17.3% | -11.4% |
| 30D | -16.4% | -9.3% | -7.1% | -14.3% |
| 3M | -3.8% | -21.3% | +17.5% | +1.8% |
| 6M | -6.9% | -31.5% | +24.6% | +1.9% |
| YTD | +65.0% | -23.2% | +88.2% | +74.5% |
| 1Y | +61.7% | -15.0% | +76.7% | +66.6% |
| 3Y | +46.6% | +328.7% | -282.1% | -6.4% |
| 5Y | -2.7% | +262.9% | -265.6% | -37.6% |
| All | -2.7% | +265.7% | -268.4% | -37.6% |
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 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