+23.7%
EW vs KGC
-14.2%
+37.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.2% |
| 7D | +9.3% | +8.0% | +1.2% | +8.6% |
| 30D | +22.1% | -9.3% | +31.4% | +22.7% |
| 3M | +13.0% | -21.3% | +34.3% | +14.5% |
| 6M | +30.1% | -31.5% | +61.6% | +33.7% |
| YTD | +22.0% | -23.2% | +45.2% | +23.9% |
| 1Y | +23.7% | -15.0% | +38.7% | +23.5% |
| All | +23.7% | -14.2% | +37.9% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling