+357.0%
KGC vs ECL
+13,009.7%
-12,652.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | +20.3% | -2.2% | +22.4% | +20.8% |
| 3M | +8.1% | +10.1% | -2.0% | +5.9% |
| 6M | -8.8% | -5.7% | -3.0% | -7.6% |
| YTD | +10.1% | +7.0% | +3.1% | +8.7% |
| 1Y | +44.2% | +2.7% | +41.6% | +43.4% |
| 3Y | +533.0% | +57.7% | +475.3% | +475.3% |
| 5Y | +443.0% | +31.1% | +411.9% | +406.1% |
| 10Y | +678.6% | +150.9% | +527.7% | +539.4% |
| All | +357.0% | +13,009.7% | -12,652.7% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling