+587.2%
KGC vs ETR
+378.9%
+208.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -6.7% | +1.2% | -7.8% | -7.0% |
| 30D | -6.7% | +7.0% | -13.7% | -8.9% |
| 3M | -22.6% | +4.6% | -27.2% | -23.8% |
| 6M | -33.4% | +0.1% | -33.6% | -33.6% |
| YTD | -26.0% | +23.2% | -49.2% | -31.4% |
| 1Y | -18.3% | +20.6% | -38.9% | -23.7% |
| 3Y | +315.8% | +156.3% | +159.5% | +195.4% |
| 5Y | +225.7% | +159.6% | +66.1% | +129.9% |
| All | +587.2% | +378.9% | +208.3% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling