+1,144.0%
KGC vs ESTC
+31.2%
+1,112.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.0% |
| 7D | -1.3% | -8.1% | +6.8% | -0.7% |
| 30D | +20.3% | +31.7% | -11.4% | +17.6% |
| 3M | +8.1% | +41.1% | -33.0% | +5.0% |
| 6M | -8.8% | +77.1% | -85.8% | -13.1% |
| YTD | +10.1% | +21.7% | -11.6% | +7.6% |
| 1Y | +44.2% | +8.4% | +35.8% | +41.9% |
| 3Y | +533.0% | +23.6% | +509.4% | +500.8% |
| 5Y | +443.0% | -46.5% | +489.5% | +417.0% |
| All | +1,144.0% | +31.2% | +1,112.8% | +1,087.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling