+37.8%
EQIX vs KGC
+43.6%
-5.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.3% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -1.4% | +20.3% | -21.7% | -2.7% |
| 3M | -4.4% | +8.1% | -12.5% | -5.3% |
| 6M | +7.9% | -8.8% | +16.7% | +7.1% |
| YTD | +37.3% | +10.1% | +27.2% | +33.1% |
| 1Y | +37.8% | +44.2% | -6.4% | +28.0% |
| All | +37.8% | +43.6% | -5.8% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling