+286.2%
KGC vs ESTC
-48.9%
+335.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.8% |
| 7D | +10.5% | -11.5% | +22.0% | +11.8% |
| 30D | -4.1% | -7.5% | +3.5% | -3.3% |
| 3M | -13.1% | +23.1% | -36.1% | -15.2% |
| 6M | -27.5% | +75.3% | -102.8% | -32.1% |
| YTD | -20.7% | +14.1% | -34.8% | -22.6% |
| 1Y | -6.1% | -0.6% | -5.5% | -7.1% |
| 3Y | +318.6% | +20.8% | +297.8% | +285.3% |
| All | +286.2% | -48.9% | +335.1% | +265.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling