+220.7%
KGC vs ET
+1,435.7%
-1,215.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +2.4% | +0.4% | +2.0% | +2.4% |
| 30D | +9.2% | +6.9% | +2.4% | +7.9% |
| 3M | +16.7% | +13.1% | +3.7% | +14.1% |
| 6M | -7.0% | +18.7% | -25.7% | -10.0% |
| YTD | +7.5% | +37.4% | -30.0% | +1.4% |
| 1Y | +34.4% | +34.8% | -0.5% | +27.2% |
| 3Y | +552.0% | +96.8% | +455.2% | +477.6% |
| 5Y | +454.5% | +238.2% | +216.3% | +348.6% |
| 10Y | +658.7% | +159.4% | +499.3% | +504.0% |
| All | +220.7% | +1,435.7% | -1,215.0% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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