+590.1%
EWT vs KGC
+1,149.8%
-559.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.8% | -0.4% |
| 7D | +1.6% | +2.4% | -0.8% | +1.5% |
| 30D | +8.2% | +9.2% | -1.0% | +7.5% |
| 3M | +11.1% | +16.7% | -5.7% | +9.8% |
| 6M | +60.4% | -7.0% | +67.4% | +60.7% |
| YTD | +75.6% | +7.5% | +68.1% | +74.2% |
| 1Y | +91.3% | +34.4% | +57.0% | +87.1% |
| 3Y | +200.3% | +552.0% | -351.7% | +167.5% |
| 5Y | +156.4% | +454.5% | -298.1% | +128.4% |
| 10Y | +495.8% | +658.7% | -162.9% | +412.1% |
| All | +590.1% | +1,149.8% | -559.6% | +617.2% |
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