+25.2%
EWJ vs KGC
+28.8%
-3.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.2% |
| 7D | -1.5% | -8.4% | +6.9% | +0.1% |
| 30D | +0.2% | +6.3% | -6.2% | -1.2% |
| 3M | +8.6% | +22.4% | -13.8% | +4.0% |
| 6M | +12.1% | -11.4% | +23.6% | +12.5% |
| YTD | +20.1% | +3.1% | +17.0% | +18.5% |
| 1Y | +25.2% | +26.6% | -1.4% | +21.3% |
| All | +25.2% | +28.8% | -3.6% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling