-4.3%
KGC vs ECL
+23.8%
-28.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.4% | +4.1% | +5.2% |
| 7D | -6.8% | +7.7% | -14.5% | -11.3% |
| 30D | -9.2% | +13.7% | -22.9% | -16.8% |
| 3M | -9.1% | +11.6% | -20.7% | -15.7% |
| 6M | -25.7% | +23.9% | -49.6% | -36.6% |
| YTD | -23.6% | +21.0% | -44.6% | -32.0% |
| 1Y | -4.3% | +23.1% | -27.4% | -15.9% |
| All | -4.3% | +23.8% | -28.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling