+513.6%
EWT vs KGC
+698.0%
-184.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -1.1% | -5.6% | +4.5% | -0.4% |
| 30D | +4.5% | +6.1% | -1.7% | +3.5% |
| 3M | +8.3% | +17.3% | -9.1% | +5.8% |
| 6M | +54.2% | -10.3% | +64.5% | +55.3% |
| YTD | +74.6% | +3.9% | +70.7% | +72.5% |
| 1Y | +84.9% | +25.7% | +59.2% | +78.4% |
| 3Y | +197.5% | +526.0% | -328.4% | +140.3% |
| 5Y | +150.6% | +455.5% | -304.9% | +101.1% |
| All | +513.6% | +698.0% | -184.4% | +375.0% |
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 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