+634.8%
KGC vs ES
+92.3%
+542.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -8.8% | +6.7% | -15.5% | -11.0% |
| 3M | -21.1% | +0.3% | -21.4% | -21.3% |
| 6M | -32.3% | +7.4% | -39.7% | -34.2% |
| YTD | -23.5% | +8.4% | -31.8% | -25.8% |
| 1Y | -15.0% | +0.6% | -15.6% | -15.9% |
| 3Y | +327.5% | +50.6% | +276.9% | +259.8% |
| 5Y | +244.3% | +4.8% | +239.5% | +229.5% |
| 10Y | +634.8% | +93.1% | +541.7% | +389.1% |
| All | +634.8% | +92.3% | +542.4% | +389.1% |
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