+156.8%
EWT vs KGC
+314.0%
-157.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.2% |
| 7D | +13.2% | -4.1% | +17.3% | +14.2% |
| 30D | -14.3% | -11.6% | -2.6% | -12.2% |
| 3M | -8.4% | -24.5% | +16.1% | -3.8% |
| 6M | +3.7% | -34.6% | +38.3% | +11.5% |
| YTD | +53.1% | -26.2% | +79.2% | +59.8% |
| 1Y | +55.5% | -20.1% | +75.6% | +59.8% |
| All | +156.8% | +314.0% | -157.2% | +85.5% |
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