-4.3%
KGC vs ES
-1.6%
-2.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.1% | +5.4% | +6.9% |
| 7D | -6.8% | +5.3% | -12.1% | -8.2% |
| 30D | -9.2% | +8.9% | -18.1% | -11.6% |
| 3M | -9.1% | -1.9% | -7.2% | -8.6% |
| 6M | -25.7% | +3.9% | -29.5% | -26.9% |
| YTD | -23.6% | +8.3% | -31.9% | -25.1% |
| 1Y | -4.3% | -0.1% | -4.2% | -4.9% |
| All | -4.3% | -1.6% | -2.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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