+43.6%
EWZ vs KGC
+523.1%
-479.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | -1.5% | +10.5% | -12.0% | -3.1% |
| 30D | -24.5% | -4.1% | -20.5% | -24.2% |
| 3M | -10.7% | -13.1% | +2.4% | -9.2% |
| 6M | -19.1% | -27.5% | +8.5% | -15.6% |
| YTD | +1.6% | -20.7% | +22.3% | +3.8% |
| 1Y | +4.3% | -6.1% | +10.4% | +3.5% |
| 3Y | +19.0% | +318.6% | -299.6% | -10.0% |
| 5Y | +57.7% | +289.9% | -232.3% | +17.3% |
| All | +43.6% | +523.1% | -479.5% | -5.1% |
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