+118.7%
EWT vs KGC
+225.9%
-107.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.3% |
| 3M | -8.4% | -24.5% | +16.1% | -4.0% |
| 6M | +3.7% | -34.6% | +38.3% | +11.2% |
| YTD | +53.1% | -26.2% | +79.2% | +59.4% |
| 1Y | +55.5% | -20.1% | +75.6% | +59.5% |
| 3Y | +155.6% | +312.4% | -156.7% | +88.7% |
| All | +118.7% | +225.9% | -107.1% | +63.7% |
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