+154.5%
EWT vs KGC
+454.1%
-299.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +9.4% | +10.5% | -1.1% | +7.0% |
| 3M | +10.9% | +19.8% | -8.9% | +6.4% |
| 6M | +57.9% | -6.7% | +64.6% | +58.2% |
| YTD | +75.9% | +7.8% | +68.1% | +71.1% |
| 1Y | +89.7% | +35.7% | +54.0% | +76.2% |
| 3Y | +200.9% | +553.7% | -352.8% | +106.0% |
| 5Y | +154.5% | +461.7% | -307.2% | +74.0% |
| All | +154.5% | +454.1% | -299.6% | +74.0% |
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 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