+357.0%
KGC vs ETR
+4,412.2%
-4,055.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | +20.3% | +1.0% | +19.3% | +19.9% |
| 3M | +8.1% | -1.3% | +9.3% | +8.2% |
| 6M | -8.8% | +1.9% | -10.7% | -9.4% |
| YTD | +10.1% | +18.2% | -8.1% | +5.3% |
| 1Y | +44.2% | +24.7% | +19.5% | +36.3% |
| 3Y | +533.0% | +150.7% | +382.3% | +401.2% |
| 5Y | +443.0% | +127.0% | +316.0% | +338.5% |
| 10Y | +678.6% | +295.5% | +383.1% | +447.6% |
| All | +357.0% | +4,412.2% | -4,055.2% | +247.0% |
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 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