+236.1%
EW vs KGC
+506.2%
-270.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.2% |
| 7D | +9.3% | +8.0% | +1.2% | +8.5% |
| 30D | +22.1% | -9.3% | +31.4% | +22.9% |
| 3M | +13.0% | -21.3% | +34.3% | +15.0% |
| 6M | +30.1% | -31.5% | +61.6% | +33.6% |
| YTD | +22.0% | -23.2% | +45.2% | +23.5% |
| 1Y | +23.7% | -15.0% | +38.7% | +24.0% |
| 3Y | +62.0% | +328.7% | -266.7% | +37.8% |
| 5Y | -12.4% | +262.9% | -275.3% | -25.9% |
| 10Y | +236.1% | +568.9% | -332.8% | +184.9% |
| All | +236.1% | +506.2% | -270.2% | +184.9% |
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