+175.7%
ETN vs KGC
+435.7%
-260.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -0.9% |
| 7D | +3.0% | -8.4% | +11.4% | +4.3% |
| 30D | -10.9% | +6.3% | -17.3% | -11.9% |
| 3M | +9.2% | +22.4% | -13.2% | +5.7% |
| 6M | +13.9% | -11.4% | +25.3% | +14.7% |
| YTD | +29.5% | +3.1% | +26.4% | +27.6% |
| 1Y | +14.2% | +26.6% | -12.4% | +9.4% |
| 3Y | +79.9% | +525.6% | -445.7% | +41.8% |
| 5Y | +175.7% | +451.7% | -276.0% | +112.6% |
| All | +175.7% | +435.7% | -260.0% | +112.6% |
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 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