+710.2%
KGC vs ECL
+149.7%
+560.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.9% |
| 7D | -0.1% | -2.7% | +2.6% | +0.8% |
| 30D | +10.5% | -4.3% | +14.8% | +12.0% |
| 3M | +19.8% | +3.2% | +16.6% | +18.6% |
| 6M | -6.7% | -2.9% | -3.8% | -5.8% |
| YTD | +7.8% | +4.3% | +3.5% | +6.5% |
| 1Y | +35.7% | +1.6% | +34.0% | +34.8% |
| 3Y | +553.7% | +54.3% | +499.4% | +466.3% |
| 5Y | +461.7% | +26.5% | +435.2% | +401.0% |
| 10Y | +710.2% | +155.6% | +554.6% | +604.8% |
| All | +710.2% | +149.7% | +560.5% | +604.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling