+463.0%
KGC vs ESTC
-46.4%
+509.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.8% |
| 7D | -1.3% | -8.1% | +6.8% | -0.5% |
| 30D | +20.3% | +31.7% | -11.4% | +16.6% |
| 3M | +8.1% | +41.1% | -33.0% | +3.9% |
| 6M | -8.8% | +77.1% | -85.8% | -14.6% |
| YTD | +10.1% | +21.7% | -11.6% | +6.8% |
| 1Y | +44.2% | +8.4% | +35.8% | +41.3% |
| 3Y | +533.0% | +23.6% | +509.4% | +482.5% |
| All | +463.0% | -46.4% | +509.4% | +418.4% |
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