+587.2%
KGC vs ESI
+318.1%
+269.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -6.7% | +5.5% | -12.2% | -7.4% |
| 30D | -6.7% | -7.8% | +1.1% | -5.6% |
| 3M | -22.6% | -15.0% | -7.6% | -20.8% |
| 6M | -33.4% | -24.9% | -8.5% | -30.9% |
| YTD | -26.0% | +33.2% | -59.2% | -28.6% |
| 1Y | -18.3% | +24.9% | -43.2% | -20.6% |
| 3Y | +315.8% | +77.8% | +238.0% | +287.2% |
| 5Y | +225.7% | +37.1% | +188.6% | +202.1% |
| All | +587.2% | +318.1% | +269.1% | +576.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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