+538.5%
KGC vs ED
+132.0%
+406.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +11.1% | -0.1% | +11.2% | +11.2% |
| 30D | -3.7% | +11.6% | -15.3% | -7.0% |
| 3M | -17.2% | +10.5% | -27.8% | -19.8% |
| 6M | -27.3% | +13.2% | -40.5% | -30.3% |
| YTD | -18.5% | +22.1% | -40.7% | -24.0% |
| 1Y | -5.7% | +24.2% | -29.9% | -12.6% |
| 3Y | +336.5% | +46.9% | +289.5% | +277.7% |
| 5Y | +298.7% | +80.8% | +217.9% | +224.6% |
| 10Y | +538.5% | +134.3% | +404.3% | +290.6% |
| All | +538.5% | +132.0% | +406.5% | +290.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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