+192.2%
EWT vs KGC
+520.4%
-328.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.3% | +1.8% | -1.7% |
| 7D | -1.1% | -8.4% | +7.3% | +0.6% |
| 30D | +4.8% | +6.3% | -1.6% | +3.1% |
| 3M | +11.1% | +22.4% | -11.3% | +5.9% |
| 6M | +54.6% | -11.4% | +66.1% | +56.2% |
| YTD | +71.4% | +3.1% | +68.3% | +68.0% |
| 1Y | +82.1% | +26.6% | +55.5% | +71.1% |
| All | +192.2% | +520.4% | -328.2% | +99.3% |
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