+142.8%
EFA vs KGC
+698.0%
-555.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.5% | -5.6% | +4.1% | -0.9% |
| 30D | -1.7% | +6.1% | -7.8% | -2.4% |
| 3M | +3.5% | +17.3% | -13.8% | +1.4% |
| 6M | +9.5% | -10.3% | +19.8% | +10.1% |
| YTD | +12.9% | +3.9% | +9.0% | +11.4% |
| 1Y | +18.2% | +25.7% | -7.5% | +14.0% |
| 3Y | +64.8% | +526.0% | -461.1% | +33.4% |
| 5Y | +53.9% | +455.5% | -401.6% | +23.5% |
| All | +142.8% | +698.0% | -555.2% | +91.3% |
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