+226.4%
EWY vs KGC
+548.3%
-321.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +6.7% | -0.1% | +6.8% | +6.6% |
| 30D | +17.0% | +10.5% | +6.5% | +13.2% |
| 3M | +3.7% | +19.8% | -16.1% | -2.2% |
| 6M | +42.5% | -6.7% | +49.2% | +43.2% |
| YTD | +96.2% | +7.8% | +88.5% | +91.0% |
| 1Y | +160.4% | +35.7% | +124.7% | +140.0% |
| All | +226.4% | +548.3% | -321.8% | +104.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling