-29.3%
ETHA vs KGC
+229.4%
-258.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.1% |
| 7D | -2.4% | -8.4% | +6.0% | +0.1% |
| 30D | +30.9% | +6.3% | +24.5% | +28.9% |
| 3M | +51.1% | +22.4% | +28.7% | +43.5% |
| 6M | +20.5% | -11.4% | +31.9% | +22.6% |
| YTD | -17.3% | +3.1% | -20.4% | -18.3% |
| 1Y | -43.2% | +26.6% | -69.9% | -46.2% |
| All | -29.3% | +229.4% | -258.6% | -54.4% |
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