+796.2%
KGC vs ESTC
+23.0%
+773.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.8% |
| 7D | +10.5% | -11.5% | +22.0% | +11.5% |
| 30D | -4.1% | -7.5% | +3.5% | -3.5% |
| 3M | -13.1% | +23.1% | -36.1% | -14.6% |
| 6M | -27.5% | +75.3% | -102.8% | -30.8% |
| YTD | -20.7% | +14.1% | -34.8% | -22.1% |
| 1Y | -6.1% | -0.6% | -5.5% | -6.9% |
| 3Y | +318.6% | +20.8% | +297.8% | +298.0% |
| 5Y | +289.9% | -48.8% | +338.7% | +272.8% |
| All | +796.2% | +23.0% | +773.3% | +759.1% |
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