+318.6%
KGC vs ECL
+78.2%
+240.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.6% |
| 7D | +10.5% | -0.8% | +11.2% | +10.8% |
| 30D | -4.1% | +8.1% | -12.2% | -6.9% |
| 3M | -13.1% | +6.4% | -19.4% | -15.2% |
| 6M | -27.5% | +14.8% | -42.3% | -31.3% |
| YTD | -20.7% | +15.5% | -36.2% | -24.4% |
| 1Y | -6.1% | +20.1% | -26.2% | -11.1% |
| 3Y | +318.6% | +77.8% | +240.9% | +255.3% |
| All | +318.6% | +78.2% | +240.4% | +255.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling