+121.1%
EEM vs KGC
+637.7%
-516.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -6.7% | +9.3% | +3.6% |
| 30D | -5.4% | -6.7% | +1.3% | -4.6% |
| 3M | -8.6% | -22.6% | +13.9% | -5.8% |
| 6M | -8.9% | -33.4% | +24.5% | -4.4% |
| YTD | +11.9% | -26.0% | +37.9% | +15.3% |
| 1Y | +13.1% | -18.3% | +31.4% | +15.0% |
| 3Y | +70.7% | +315.8% | -245.1% | +40.4% |
| 5Y | +31.8% | +225.7% | -193.9% | +8.6% |
| All | +121.1% | +637.7% | -516.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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