+538.5%
KGC vs ECL
+205.6%
+332.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.1% |
| 7D | +11.1% | -0.5% | +11.7% | +11.3% |
| 30D | -3.7% | +8.8% | -12.6% | -6.4% |
| 3M | -17.2% | +7.8% | -25.1% | -19.3% |
| 6M | -27.3% | +21.3% | -48.6% | -31.8% |
| YTD | -18.5% | +17.8% | -36.3% | -22.7% |
| 1Y | -5.7% | +21.1% | -26.8% | -11.2% |
| 3Y | +336.5% | +80.1% | +256.4% | +260.1% |
| 5Y | +298.7% | +40.5% | +258.2% | +243.3% |
| 10Y | +538.5% | +197.7% | +340.8% | +437.0% |
| All | +538.5% | +205.6% | +332.9% | +437.0% |
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