+706.7%
ETN vs KGC
+698.0%
+8.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.9% |
| 7D | +3.5% | -5.6% | +9.2% | +4.0% |
| 30D | -7.5% | +6.1% | -13.7% | -8.1% |
| 3M | +8.3% | +17.3% | -9.0% | +6.7% |
| 6M | +20.2% | -10.3% | +30.5% | +20.6% |
| YTD | +34.7% | +3.9% | +30.8% | +33.6% |
| 1Y | +19.4% | +25.7% | -6.3% | +17.0% |
| 3Y | +85.5% | +526.0% | -440.5% | +65.6% |
| 5Y | +186.6% | +455.5% | -268.9% | +154.0% |
| All | +706.7% | +698.0% | +8.7% | +633.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling