+125.9%
EWJ vs KGC
+637.7%
-511.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +4.0% | -6.7% | +10.6% | +4.6% |
| 30D | -4.3% | -6.7% | +2.4% | -3.7% |
| 3M | -6.8% | -22.6% | +15.8% | -4.8% |
| 6M | -0.9% | -33.4% | +32.5% | +2.3% |
| YTD | +14.3% | -26.0% | +40.3% | +16.6% |
| 1Y | +15.3% | -18.3% | +33.6% | +16.6% |
| 3Y | +65.6% | +315.8% | -250.2% | +46.7% |
| 5Y | +47.5% | +225.7% | -178.2% | +30.0% |
| All | +125.9% | +637.7% | -511.8% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling