+527.8%
KGC vs ES
+85.7%
+442.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +4.0% |
| 7D | +10.5% | +1.9% | +8.6% | +9.8% |
| 30D | -4.1% | +7.1% | -11.1% | -6.5% |
| 3M | -13.1% | -1.9% | -11.1% | -12.7% |
| 6M | -27.5% | +4.4% | -31.9% | -28.9% |
| YTD | -20.7% | +7.3% | -28.0% | -22.9% |
| 1Y | -6.1% | +2.1% | -8.2% | -7.6% |
| 3Y | +318.6% | +41.8% | +276.8% | +259.5% |
| 5Y | +289.9% | +1.4% | +288.5% | +276.9% |
| All | +527.8% | +85.7% | +442.1% | +339.1% |
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