+501.7%
EWT vs KGC
+758.5%
-256.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.5% | +0.6% | -2.7% |
| 7D | +13.2% | -4.1% | +17.3% | +13.5% |
| 30D | -14.3% | -11.6% | -2.6% | -13.7% |
| 3M | -8.4% | -24.5% | +16.1% | -7.0% |
| 6M | +3.7% | -34.6% | +38.3% | +6.2% |
| YTD | +53.1% | -26.2% | +79.2% | +55.3% |
| 1Y | +55.5% | -20.1% | +75.6% | +57.0% |
| 3Y | +155.6% | +312.4% | -156.7% | +134.1% |
| 5Y | +119.3% | +224.9% | -105.6% | +101.4% |
| 10Y | +446.2% | +608.7% | -162.6% | +374.5% |
| All | +501.7% | +758.5% | -256.8% | +539.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling