+929.0%
EWY vs KGC
+543.9%
+385.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.3% |
| 7D | +10.4% | -4.1% | +14.5% | +10.9% |
| 30D | -12.7% | -11.6% | -1.1% | -11.7% |
| 3M | -17.3% | -24.5% | +7.2% | -15.1% |
| 6M | -18.6% | -34.6% | +16.0% | -15.2% |
| YTD | +49.5% | -26.2% | +75.7% | +53.8% |
| 1Y | +55.0% | -20.1% | +75.1% | +58.2% |
| 3Y | +159.0% | +312.4% | -153.4% | +126.8% |
| 5Y | +102.5% | +224.9% | -122.4% | +78.5% |
| 10Y | +232.2% | +608.7% | -376.5% | +165.6% |
| All | +929.0% | +543.9% | +385.1% | +832.6% |
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