-9.8%
KGC vs ES
-0.3%
-9.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | +11.1% | -0.1% | +11.2% | +11.1% |
| 30D | -3.7% | +5.7% | -9.5% | -5.6% |
| 3M | -17.2% | -2.8% | -14.4% | -16.6% |
| 6M | -27.3% | +7.0% | -34.3% | -29.5% |
| YTD | -18.5% | +6.8% | -25.3% | -20.0% |
| All | -9.8% | -0.3% | -9.6% | -10.6% |
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