+277.4%
EMR vs KGC
+678.3%
-400.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -5.0% | +10.5% | -15.4% | -5.9% |
| 3M | +5.9% | +19.8% | -13.9% | +3.9% |
| 6M | +7.3% | -6.7% | +14.0% | +7.4% |
| YTD | +14.6% | +7.8% | +6.8% | +13.4% |
| 1Y | +15.6% | +35.7% | -20.0% | +12.4% |
| 3Y | +60.2% | +553.7% | -493.5% | +37.8% |
| 5Y | +65.8% | +461.7% | -395.8% | +41.6% |
| 10Y | +277.4% | +710.2% | -432.8% | +227.6% |
| All | +277.4% | +678.3% | -400.9% | +227.6% |
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