+1,115.0%
KGC vs ESTC
+26.3%
+1,088.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.1% |
| 7D | +2.4% | -4.3% | +6.7% | +2.8% |
| 30D | +9.2% | +17.7% | -8.5% | +7.6% |
| 3M | +16.7% | +42.3% | -25.5% | +13.3% |
| 6M | -7.0% | +64.6% | -71.6% | -10.9% |
| YTD | +7.5% | +17.2% | -9.7% | +5.4% |
| 1Y | +34.4% | -4.2% | +38.6% | +33.5% |
| 3Y | +552.0% | +13.5% | +538.4% | +523.1% |
| 5Y | +454.5% | -45.5% | +500.1% | +428.8% |
| All | +1,115.0% | +26.3% | +1,088.7% | +1,062.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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