+155.6%
EWJ vs KGC
+43.2%
+112.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | +2.5% | -1.3% | +3.8% | +2.6% |
| 30D | +3.3% | +20.3% | -17.0% | +2.1% |
| 3M | +5.0% | +8.1% | -3.1% | +4.3% |
| 6M | +11.5% | -8.8% | +20.3% | +11.8% |
| YTD | +22.4% | +10.1% | +12.3% | +21.2% |
| 1Y | +30.2% | +44.2% | -14.0% | +26.7% |
| 3Y | +72.8% | +533.0% | -460.2% | +53.6% |
| 5Y | +54.1% | +443.0% | -388.9% | +36.9% |
| 10Y | +140.6% | +678.6% | -537.9% | +103.9% |
| All | +155.6% | +43.2% | +112.3% | +111.4% |
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