+761.8%
EEM vs KGC
+319.3%
+442.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +0.7% | +0.2% | +0.4% | +0.6% |
| 30D | -6.2% | -8.8% | +2.6% | -4.9% |
| 3M | -5.2% | -21.1% | +15.9% | -1.7% |
| 6M | -8.1% | -32.3% | +24.2% | -2.6% |
| YTD | +14.0% | -23.5% | +37.4% | +17.5% |
| 1Y | +13.8% | -15.0% | +28.8% | +15.1% |
| 3Y | +73.7% | +327.5% | -253.8% | +29.0% |
| 5Y | +34.6% | +244.3% | -209.7% | +1.0% |
| 10Y | +123.6% | +634.8% | -511.2% | +31.9% |
| All | +761.8% | +319.3% | +442.5% | +390.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling