+560.3%
KGC vs ESI
+224.6%
+335.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -2.7% |
| 7D | -1.3% | +3.3% | -4.6% | -1.8% |
| 30D | +20.3% | -5.9% | +26.1% | +21.3% |
| 3M | +8.1% | -14.1% | +22.2% | +10.3% |
| 6M | -8.8% | +6.6% | -15.3% | -9.9% |
| YTD | +10.1% | +45.0% | -35.0% | +4.2% |
| 1Y | +44.2% | +41.5% | +2.8% | +36.8% |
| 3Y | +533.0% | +78.8% | +454.3% | +477.6% |
| 5Y | +443.0% | +70.9% | +372.1% | +392.8% |
| 10Y | +678.6% | +317.1% | +361.5% | +520.3% |
| All | +560.3% | +224.6% | +335.6% | +481.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling