+3,912.1%
EMR vs KGC
+357.0%
+3,555.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.0% | +1.8% |
| 7D | -1.5% | -1.3% | -0.2% | -1.5% |
| 30D | -5.6% | +20.3% | -25.9% | -6.3% |
| 3M | +7.9% | +8.1% | -0.1% | +7.5% |
| 6M | +6.0% | -8.8% | +14.8% | +6.2% |
| YTD | +16.4% | +10.1% | +6.4% | +15.9% |
| 1Y | +16.6% | +44.2% | -27.6% | +14.9% |
| 3Y | +62.9% | +533.0% | -470.2% | +52.6% |
| 5Y | +60.1% | +443.0% | -382.9% | +49.9% |
| 10Y | +268.8% | +678.6% | -409.8% | +237.8% |
| All | +3,912.1% | +357.0% | +3,555.0% | +3,880.4% |
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