+65.9%
EW vs KGC
+315.0%
-249.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.3% |
| 7D | +4.9% | -6.7% | +11.6% | +5.6% |
| 30D | +23.9% | -6.7% | +30.6% | +24.6% |
| 3M | +15.8% | -22.6% | +38.3% | +18.0% |
| 6M | +31.7% | -33.4% | +65.1% | +36.0% |
| YTD | +25.7% | -26.0% | +51.7% | +27.8% |
| 1Y | +24.4% | -18.3% | +42.7% | +25.1% |
| 3Y | +65.9% | +315.8% | -249.9% | +28.4% |
| All | +65.9% | +315.0% | -249.1% | +28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling