+238.7%
EQIX vs KGC
+1,604.2%
-1,365.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +1.3% | +2.4% | -1.1% | +1.2% |
| 30D | +0.3% | +9.2% | -8.9% | -0.3% |
| 3M | -1.6% | +16.7% | -18.3% | -2.7% |
| 6M | +12.2% | -7.0% | +19.2% | +12.3% |
| YTD | +38.0% | +7.5% | +30.5% | +36.5% |
| 1Y | +38.9% | +34.4% | +4.6% | +35.3% |
| 3Y | +43.8% | +552.0% | -508.1% | +26.6% |
| 5Y | +30.4% | +454.5% | -424.2% | +14.7% |
| 10Y | +238.6% | +658.7% | -420.1% | +186.9% |
| All | +238.7% | +1,604.2% | -1,365.6% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling