+262.9%
KGC vs ETR
+159.3%
+103.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | +8.0% | +2.6% | +5.5% | +7.0% |
| 30D | -9.3% | +8.7% | -18.0% | -12.3% |
| 3M | -21.3% | +6.4% | -27.7% | -23.3% |
| 6M | -31.5% | +0.7% | -32.2% | -31.8% |
| YTD | -23.2% | +23.0% | -46.3% | -29.7% |
| 1Y | -15.0% | +17.9% | -32.9% | -20.8% |
| 3Y | +328.7% | +154.9% | +173.8% | +182.6% |
| 5Y | +262.9% | +157.3% | +105.6% | +145.9% |
| All | +262.9% | +159.3% | +103.6% | +145.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling