+52.4%
EFA vs KGC
+435.7%
-383.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.1% |
| 7D | -2.4% | -8.4% | +6.1% | -0.9% |
| 30D | -2.2% | +6.3% | -8.6% | -3.5% |
| 3M | +5.7% | +22.4% | -16.8% | +1.6% |
| 6M | +8.2% | -11.4% | +19.6% | +9.3% |
| YTD | +11.8% | +3.1% | +8.6% | +9.5% |
| 1Y | +18.3% | +26.6% | -8.3% | +11.4% |
| 3Y | +64.9% | +525.6% | -460.7% | +13.2% |
| 5Y | +52.4% | +451.7% | -399.3% | +2.9% |
| All | +52.4% | +435.7% | -383.3% | +2.9% |
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