+461.7%
KGC vs ETR
+122.8%
+338.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.7% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | +10.5% | +2.0% | +8.4% | +9.5% |
| 3M | +19.8% | -1.7% | +21.5% | +20.3% |
| 6M | -6.7% | +3.6% | -10.3% | -8.5% |
| YTD | +7.8% | +18.0% | -10.3% | +0.3% |
| 1Y | +35.7% | +26.2% | +9.4% | +23.2% |
| 3Y | +553.7% | +148.0% | +405.7% | +333.3% |
| 5Y | +461.7% | +126.1% | +335.6% | +298.0% |
| All | +461.7% | +122.8% | +338.9% | +298.0% |
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 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