+125.7%
EEM vs KGC
+692.5%
-566.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -1.6% |
| 7D | -0.7% | -8.4% | +7.7% | +0.5% |
| 30D | +2.4% | +6.3% | -3.9% | +1.4% |
| 3M | +4.2% | +22.4% | -18.3% | +1.0% |
| 6M | +14.8% | -11.4% | +26.2% | +15.9% |
| YTD | +23.1% | +3.1% | +20.0% | +21.6% |
| 1Y | +32.5% | +26.6% | +5.9% | +27.2% |
| 3Y | +85.9% | +525.6% | -439.7% | +44.9% |
| 5Y | +43.6% | +451.7% | -408.1% | +11.3% |
| All | +125.7% | +692.5% | -566.8% | +66.3% |
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