-5.5%
ETN vs KGC
-5.3%
-0.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +7.5% | -17.3% | -11.4% |
| 7D | -10.1% | -6.8% | -3.3% | -8.7% |
| 30D | -18.4% | -9.2% | -9.2% | -16.6% |
| 3M | -20.4% | -9.1% | -11.3% | -19.8% |
| 6M | -16.0% | -25.7% | +9.7% | -11.4% |
| YTD | +11.8% | -23.6% | +35.4% | +11.3% |
| 1Y | -5.5% | -4.3% | -1.2% | -15.7% |
| All | -5.5% | -5.3% | -0.2% | -15.7% |
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 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