+568.9%
KGC vs ES
+87.3%
+481.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.8% |
| 7D | +8.0% | +0.9% | +7.2% | +7.7% |
| 30D | -9.3% | +5.9% | -15.2% | -11.3% |
| 3M | -21.3% | -1.0% | -20.3% | -21.2% |
| 6M | -31.5% | +7.2% | -38.7% | -33.4% |
| YTD | -23.2% | +7.0% | -30.2% | -25.3% |
| 1Y | -15.0% | +0.5% | -15.5% | -15.9% |
| 3Y | +328.7% | +48.7% | +280.1% | +262.1% |
| 5Y | +262.9% | +1.9% | +260.9% | +250.3% |
| 10Y | +568.9% | +89.2% | +479.7% | +338.0% |
| All | +568.9% | +87.3% | +481.6% | +338.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling