+660.5%
KGC vs ETR
+296.9%
+363.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -5.6% | -1.8% | -3.8% | -5.0% |
| 30D | +6.1% | -1.8% | +7.9% | +6.7% |
| 3M | +17.3% | -3.6% | +20.9% | +18.7% |
| 6M | -10.3% | +2.6% | -12.9% | -11.5% |
| YTD | +3.9% | +16.0% | -12.2% | -2.0% |
| 1Y | +25.7% | +20.1% | +5.6% | +17.4% |
| 3Y | +526.0% | +143.6% | +382.4% | +347.2% |
| 5Y | +455.5% | +124.4% | +331.1% | +306.4% |
| All | +660.5% | +296.9% | +363.7% | +370.0% |
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