+206.6%
KGC vs ETR
+4,609.1%
-4,402.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | -11.6% | +6.6% | -18.3% | -13.1% |
| 3M | -24.5% | +4.4% | -29.0% | -25.4% |
| 6M | -34.6% | -0.3% | -34.3% | -34.6% |
| YTD | -26.2% | +23.3% | -49.5% | -30.1% |
| 1Y | -20.1% | +18.9% | -39.0% | -23.6% |
| 3Y | +312.4% | +155.5% | +156.9% | +225.0% |
| 5Y | +224.9% | +159.9% | +65.0% | +154.3% |
| 10Y | +608.7% | +377.6% | +231.1% | +378.1% |
| All | +206.6% | +4,609.1% | -4,402.5% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling