-29.2%
ETHA vs KGC
+244.2%
-273.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +2.9% | -0.1% | +3.0% | +3.0% |
| 30D | +31.4% | +10.5% | +20.9% | +28.0% |
| 3M | +48.9% | +19.8% | +29.1% | +41.7% |
| 6M | +20.9% | -6.7% | +27.6% | +21.2% |
| YTD | -17.2% | +7.8% | -24.9% | -19.2% |
| 1Y | -42.8% | +35.7% | -78.5% | -46.7% |
| All | -29.2% | +244.2% | -273.3% | -54.9% |
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