+463.0%
KGC vs ECL
+31.2%
+431.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.1% |
| 30D | +20.3% | -2.2% | +22.4% | +21.4% |
| 3M | +8.1% | +10.1% | -2.0% | +3.6% |
| 6M | -8.8% | -5.7% | -3.0% | -6.7% |
| YTD | +10.1% | +7.0% | +3.1% | +7.1% |
| 1Y | +44.2% | +2.7% | +41.6% | +42.3% |
| 3Y | +533.0% | +57.7% | +475.3% | +409.7% |
| All | +463.0% | +31.2% | +431.8% | +366.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling