+452.3%
EWT vs KGC
+637.7%
-185.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +9.1% | -6.7% | +15.8% | +10.1% |
| 30D | -12.2% | -6.7% | -5.6% | -11.5% |
| 3M | -9.4% | -22.6% | +13.2% | -6.9% |
| 6M | +2.7% | -33.4% | +36.1% | +7.2% |
| YTD | +53.3% | -26.0% | +79.3% | +57.6% |
| 1Y | +59.2% | -18.3% | +77.5% | +61.8% |
| 3Y | +157.1% | +315.8% | -158.7% | +117.7% |
| 5Y | +119.6% | +225.7% | -106.1% | +85.7% |
| All | +452.3% | +637.7% | -185.4% | +333.6% |
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