+45.9%
EQIX vs KGC
+226.6%
-180.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +4.1% | -6.7% | +10.7% | +5.1% |
| 30D | +5.8% | -6.7% | +12.5% | +6.7% |
| 3M | -1.4% | -22.6% | +21.2% | +1.9% |
| 6M | -1.2% | -33.4% | +32.2% | +3.8% |
| YTD | +39.6% | -26.0% | +65.6% | +42.3% |
| 1Y | +36.8% | -18.3% | +55.1% | +36.9% |
| 3Y | +47.3% | +315.8% | -268.5% | +4.3% |
| All | +45.9% | +226.6% | -180.7% | +4.0% |
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 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