+34.4%
KGC vs ESTC
+0.7%
+33.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -2.2% |
| 7D | +2.4% | -4.3% | +6.7% | +2.6% |
| 30D | +9.2% | +17.7% | -8.5% | +8.7% |
| 3M | +16.7% | +42.3% | -25.5% | +15.1% |
| 6M | -7.0% | +64.6% | -71.6% | -8.1% |
| YTD | +7.5% | +17.2% | -9.7% | +8.4% |
| 1Y | +34.4% | -4.2% | +38.6% | +39.0% |
| All | +34.4% | +0.7% | +33.6% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling