+357.0%
KGC vs ED
+2,217.3%
-1,860.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -0.9% | -2.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +20.3% | -0.1% | +20.4% | +20.2% |
| 3M | +8.1% | +3.9% | +4.2% | +7.0% |
| 6M | -8.8% | -3.0% | -5.7% | -8.5% |
| YTD | +10.1% | +10.7% | -0.6% | +7.4% |
| 1Y | +44.2% | +13.3% | +30.9% | +39.8% |
| 3Y | +533.0% | +34.5% | +498.5% | +490.8% |
| 5Y | +443.0% | +67.1% | +375.9% | +386.9% |
| 10Y | +678.6% | +103.0% | +575.5% | +567.9% |
| All | +357.0% | +2,217.3% | -1,860.3% | +230.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling