+164.3%
EWY vs KGC
+43.6%
+120.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.5% |
| 7D | +4.8% | -1.3% | +6.1% | +5.2% |
| 30D | +11.7% | +20.3% | -8.6% | +3.1% |
| 3M | -7.4% | +8.1% | -15.5% | -11.0% |
| 6M | +40.6% | -8.8% | +49.3% | +40.4% |
| YTD | +94.3% | +10.1% | +84.2% | +88.2% |
| 1Y | +164.3% | +44.2% | +120.1% | +144.0% |
| All | +164.3% | +43.6% | +120.7% | +144.0% |
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