-24.8%
ETHA vs KGC
-5.3%
-19.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.5% | -1.8% | +2.6% |
| 7D | +2.1% | -6.8% | +8.9% | +5.0% |
| 30D | -10.7% | -9.2% | -1.5% | -7.3% |
| 3M | +29.0% | -9.1% | +38.1% | +32.7% |
| 6M | +2.7% | -25.7% | +28.3% | +14.1% |
| YTD | -18.7% | -23.6% | +5.0% | -15.4% |
| 1Y | -24.8% | -4.3% | -20.6% | -35.3% |
| All | -24.8% | -5.3% | -19.5% | -35.3% |
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 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