+62.9%
EMR vs KGC
+450.8%
-387.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +3.1% | +2.4% | +0.6% | +2.6% |
| 30D | -3.5% | +9.2% | -12.8% | -5.1% |
| 3M | +9.8% | +16.7% | -7.0% | +6.5% |
| 6M | +10.8% | -7.0% | +17.8% | +11.0% |
| YTD | +15.9% | +7.5% | +8.4% | +13.7% |
| 1Y | +16.4% | +34.4% | -17.9% | +10.5% |
| 3Y | +62.1% | +552.0% | -489.9% | +18.3% |
| 5Y | +62.9% | +454.5% | -391.6% | +16.1% |
| All | +62.9% | +450.8% | -387.9% | +16.1% |
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