+290.8%
EWY vs KGC
+692.5%
-401.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.3% | +0.1% | -3.5% |
| 7D | +1.2% | -8.4% | +9.6% | +2.7% |
| 30D | +9.3% | +6.3% | +2.9% | +8.1% |
| 3M | +2.4% | +22.4% | -20.0% | -1.0% |
| 6M | +40.3% | -11.4% | +51.7% | +42.5% |
| YTD | +88.0% | +3.1% | +84.9% | +86.8% |
| 1Y | +143.8% | +26.6% | +117.2% | +134.9% |
| 3Y | +217.8% | +525.6% | -307.8% | +147.8% |
| 5Y | +142.7% | +451.7% | -308.9% | +88.0% |
| All | +290.8% | +692.5% | -401.7% | +192.7% |
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