+357.0%
KGC vs ES
+1,243.3%
-886.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.3% | +0.3% | -1.6% | -1.3% |
| 30D | +20.3% | -2.0% | +22.2% | +20.8% |
| 3M | +8.1% | +1.7% | +6.4% | +7.5% |
| 6M | -8.8% | -3.5% | -5.2% | -8.1% |
| YTD | +10.1% | +7.9% | +2.2% | +8.0% |
| 1Y | +44.2% | +17.2% | +27.1% | +38.5% |
| 3Y | +533.0% | +29.3% | +503.7% | +488.3% |
| 5Y | +443.0% | -5.7% | +448.8% | +439.8% |
| 10Y | +678.6% | +85.2% | +593.3% | +569.5% |
| All | +357.0% | +1,243.3% | -886.3% | +191.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling