+13.1%
EEM vs KGC
-20.2%
+33.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -6.7% | +9.3% | +4.3% |
| 30D | -5.4% | -6.7% | +1.3% | -4.1% |
| 3M | -8.6% | -22.6% | +13.9% | -3.7% |
| 6M | -8.9% | -33.4% | +24.5% | -0.9% |
| YTD | +11.9% | -26.0% | +37.9% | +19.3% |
| 1Y | +13.1% | -18.3% | +31.4% | +18.6% |
| All | +13.1% | -20.2% | +33.3% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling