-26.3%
EW vs KGC
+450.1%
-476.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -0.3% | -1.3% | +0.9% | -0.2% |
| 30D | +1.0% | +20.3% | -19.2% | -1.7% |
| 3M | +2.8% | +8.1% | -5.3% | +1.2% |
| 6M | +5.5% | -8.8% | +14.3% | +6.0% |
| YTD | +5.5% | +10.1% | -4.6% | +2.6% |
| 1Y | +11.0% | +44.2% | -33.2% | +2.6% |
| 3Y | +17.7% | +533.0% | -515.3% | -18.4% |
| All | -26.3% | +450.1% | -476.4% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling