+65.5%
EWZ vs KGC
+568.9%
-503.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.5% |
| 7D | +1.3% | +8.0% | -6.7% | 0.0% |
| 30D | -26.2% | -9.3% | -16.9% | -25.2% |
| 3M | -8.6% | -21.3% | +12.7% | -5.6% |
| 6M | -17.0% | -31.5% | +14.5% | -12.7% |
| YTD | +2.2% | -23.2% | +25.4% | +4.8% |
| 1Y | +2.7% | -15.0% | +17.7% | +3.5% |
| 3Y | +18.2% | +328.7% | -310.5% | -10.2% |
| 5Y | +56.0% | +262.9% | -206.9% | +18.1% |
| All | +65.5% | +568.9% | -503.4% | +7.3% |
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