+62.4%
EWY vs KGC
-5.3%
+67.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.4% | -5.1% |
| 7D | -8.3% | -6.8% | -1.5% | -5.7% |
| 30D | -20.5% | -9.2% | -11.4% | -17.5% |
| 3M | -11.1% | -9.1% | -2.0% | -9.1% |
| 6M | -7.0% | -25.7% | +18.6% | +4.3% |
| YTD | +56.5% | -23.6% | +80.1% | +77.5% |
| 1Y | +62.4% | -4.3% | +66.7% | +72.0% |
| All | +62.4% | -5.3% | +67.7% | +72.0% |
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 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