+78.4%
ETN vs KGC
+520.4%
-441.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.7% |
| 7D | +3.0% | -8.4% | +11.4% | +4.5% |
| 30D | -10.9% | +6.3% | -17.3% | -12.1% |
| 3M | +9.2% | +22.4% | -13.2% | +4.9% |
| 6M | +13.9% | -11.4% | +25.3% | +14.8% |
| YTD | +29.5% | +3.1% | +26.4% | +27.0% |
| 1Y | +14.2% | +26.6% | -12.4% | +8.3% |
| All | +78.4% | +520.4% | -441.9% | +36.7% |
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