+34.0%
EQIX vs KGC
+28.8%
+5.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -1.5% |
| 7D | -1.6% | -8.4% | +6.8% | -1.0% |
| 30D | -0.4% | +6.3% | -6.7% | -0.8% |
| 3M | -0.9% | +22.4% | -23.4% | -2.4% |
| 6M | +8.1% | -11.4% | +19.6% | +7.8% |
| YTD | +35.7% | +3.1% | +32.5% | +32.1% |
| 1Y | +34.0% | +26.6% | +7.4% | +25.6% |
| All | +34.0% | +28.8% | +5.2% | +25.6% |
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 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