+634.8%
KGC vs ETR
+374.5%
+260.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -8.8% | +7.7% | -16.5% | -11.2% |
| 3M | -21.1% | +5.7% | -26.8% | -22.6% |
| 6M | -32.3% | -0.3% | -32.0% | -32.4% |
| YTD | -23.5% | +23.4% | -46.8% | -29.1% |
| 1Y | -15.0% | +18.5% | -33.5% | -20.1% |
| 3Y | +327.5% | +155.6% | +172.0% | +203.8% |
| 5Y | +244.3% | +158.7% | +85.6% | +143.1% |
| 10Y | +634.8% | +377.8% | +257.0% | +285.8% |
| All | +634.8% | +374.5% | +260.3% | +285.8% |
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