+8.0%
EW vs KGC
+33.7%
-25.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -5.1% | -0.1% | -5.0% | -5.1% |
| 30D | -6.4% | +10.5% | -16.8% | -6.9% |
| 3M | -1.6% | +19.8% | -21.3% | -2.5% |
| 6M | +2.3% | -6.7% | +9.0% | +2.5% |
| YTD | +1.1% | +7.8% | -6.7% | +3.0% |
| 1Y | +8.0% | +35.7% | -27.7% | +11.3% |
| All | +8.0% | +33.7% | -25.7% | +11.3% |
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