+34.4%
KGC vs ECL
+2.9%
+31.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | +9.2% | -2.5% | +11.7% | +10.7% |
| 3M | +16.7% | +8.3% | +8.4% | +11.4% |
| 6M | -7.0% | -1.1% | -5.9% | -7.4% |
| YTD | +7.5% | +6.5% | +1.0% | +6.1% |
| 1Y | +34.4% | +2.1% | +32.3% | +34.6% |
| All | +34.4% | +2.9% | +31.5% | +34.6% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling