+121.7%
EW vs KGC
+645.2%
-523.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.3% |
| 7D | -4.4% | +2.4% | -6.9% | -4.7% |
| 30D | -3.3% | +9.2% | -12.6% | -4.2% |
| 3M | +1.0% | +16.7% | -15.7% | -0.8% |
| 6M | +6.2% | -7.0% | +13.2% | +6.3% |
| YTD | +1.7% | +7.5% | -5.8% | +0.2% |
| 1Y | +8.1% | +34.4% | -26.2% | +3.8% |
| 3Y | +17.1% | +552.0% | -534.9% | -4.3% |
| 5Y | -29.4% | +454.5% | -483.9% | -42.4% |
| 10Y | +121.7% | +658.7% | -536.9% | +82.9% |
| All | +121.7% | +645.2% | -523.5% | +82.9% |
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