+34.8%
EQIX vs KGC
+454.1%
-419.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 3M | -1.1% | +19.8% | -20.9% | -4.1% |
| 6M | +11.5% | -6.7% | +18.1% | +11.6% |
| YTD | +38.2% | +7.8% | +30.4% | +33.9% |
| 1Y | +36.7% | +35.7% | +1.0% | +26.5% |
| 3Y | +44.1% | +553.7% | -509.6% | -3.2% |
| 5Y | +34.8% | +461.7% | -426.8% | -11.6% |
| All | +34.8% | +454.1% | -419.3% | -11.6% |
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 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