-44.1%
ETHA vs KGC
+136.3%
-180.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | -12.5% | -6.7% | -5.9% | -10.8% |
| 30D | -19.8% | -6.7% | -13.1% | -18.4% |
| 3M | +3.1% | -22.6% | +25.7% | +10.3% |
| 6M | -13.8% | -33.4% | +19.6% | -5.0% |
| YTD | -34.6% | -26.0% | -8.6% | -29.6% |
| 1Y | -38.7% | -18.3% | -20.4% | -35.4% |
| All | -44.1% | +136.3% | -180.4% | -60.7% |
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