+1,236.8%
EWY vs KGC
+859.7%
+377.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +4.8% |
| 7D | +4.8% | -1.3% | +6.1% | +4.9% |
| 30D | +11.7% | +20.3% | -8.6% | +9.6% |
| 3M | -7.4% | +8.1% | -15.5% | -8.1% |
| 6M | +40.6% | -8.8% | +49.3% | +41.7% |
| YTD | +94.3% | +10.1% | +84.2% | +92.3% |
| 1Y | +164.3% | +44.2% | +120.1% | +154.7% |
| 3Y | +221.0% | +533.0% | -312.0% | +169.6% |
| 5Y | +139.1% | +443.0% | -303.9% | +101.0% |
| 10Y | +298.8% | +678.6% | -379.8% | +213.4% |
| All | +1,236.8% | +859.7% | +377.1% | +1,065.9% |
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