+43.5%
EQIX vs KGC
+548.3%
-504.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.3% | -0.1% | +2.4% | +2.3% |
| 30D | +0.4% | +10.5% | -10.0% | -0.8% |
| 3M | -1.1% | +19.8% | -20.9% | -3.5% |
| 6M | +11.5% | -6.7% | +18.1% | +11.5% |
| YTD | +38.2% | +7.8% | +30.4% | +34.2% |
| 1Y | +36.7% | +35.7% | +1.0% | +27.4% |
| All | +43.5% | +548.3% | -504.8% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling