-9.8%
KGC vs ED
+24.7%
-34.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.7% |
| 7D | +11.1% | -0.1% | +11.2% | +10.9% |
| 30D | -3.7% | +11.6% | -15.3% | -1.7% |
| 3M | -17.2% | +10.5% | -27.8% | -15.7% |
| 6M | -27.3% | +13.2% | -40.5% | -25.6% |
| YTD | -18.5% | +22.1% | -40.7% | -14.4% |
| All | -9.8% | +24.7% | -34.6% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling