+360.5%
KGC vs ESI
+195.2%
+165.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.7% |
| 7D | +8.0% | -6.6% | +14.6% | +9.0% |
| 30D | -9.3% | -9.8% | +0.5% | -8.0% |
| 3M | -21.3% | -11.9% | -9.4% | -19.9% |
| 6M | -31.5% | -25.1% | -6.4% | -28.7% |
| YTD | -23.2% | +31.9% | -55.1% | -26.3% |
| 1Y | -15.0% | +19.2% | -34.2% | -17.4% |
| 3Y | +328.7% | +76.2% | +252.6% | +293.0% |
| 5Y | +262.9% | +39.4% | +223.5% | +237.4% |
| 10Y | +568.9% | +304.9% | +264.0% | +436.0% |
| All | +360.5% | +195.2% | +165.3% | +311.1% |
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