+47.0%
EEM vs KGC
+450.8%
-403.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.6% |
| 7D | +3.1% | +2.4% | +0.6% | +2.6% |
| 30D | +4.9% | +9.2% | -4.4% | +2.8% |
| 3M | +5.2% | +16.7% | -11.5% | +1.5% |
| 6M | +20.7% | -7.0% | +27.7% | +21.1% |
| YTD | +26.5% | +7.5% | +19.0% | +23.1% |
| 1Y | +37.8% | +34.4% | +3.5% | +28.1% |
| 3Y | +91.0% | +552.0% | -461.0% | +27.5% |
| 5Y | +47.0% | +454.5% | -407.5% | -1.9% |
| All | +47.0% | +450.8% | -403.8% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling