+555.2%
KGC vs ESTC
+25.2%
+530.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.1% |
| 7D | -1.3% | -8.1% | +6.8% | -0.9% |
| 30D | +20.3% | +31.7% | -11.4% | +18.5% |
| 3M | +8.1% | +41.1% | -33.0% | +6.0% |
| 6M | -8.8% | +77.1% | -85.8% | -11.6% |
| YTD | +10.1% | +21.7% | -11.6% | +8.7% |
| 1Y | +44.2% | +8.4% | +35.8% | +43.2% |
| All | +555.2% | +25.2% | +530.0% | +556.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling