+854.3%
EEM vs KGC
+502.8%
+351.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +2.2% |
| 7D | +2.3% | -1.3% | +3.6% | +2.5% |
| 30D | +4.5% | +20.3% | -15.7% | +1.0% |
| 3M | -0.1% | +8.1% | -8.1% | -1.9% |
| 6M | +16.9% | -8.8% | +25.7% | +17.9% |
| YTD | +26.2% | +10.1% | +16.2% | +22.6% |
| 1Y | +40.5% | +44.2% | -3.7% | +29.4% |
| 3Y | +86.2% | +533.0% | -446.8% | +29.3% |
| 5Y | +45.5% | +443.0% | -397.5% | +1.0% |
| 10Y | +128.6% | +678.6% | -549.9% | +34.0% |
| All | +854.3% | +502.8% | +351.4% | +411.5% |
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