+66.5%
EWZ vs KGC
+637.7%
-571.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.3% |
| 7D | +0.8% | -6.7% | +7.4% | +1.9% |
| 30D | -24.4% | -6.7% | -17.7% | -23.7% |
| 3M | -4.6% | -22.6% | +18.0% | -1.2% |
| 6M | -11.6% | -33.4% | +21.9% | -6.5% |
| YTD | +2.4% | -26.0% | +28.4% | +5.7% |
| 1Y | +2.1% | -18.3% | +20.4% | +3.6% |
| 3Y | +18.7% | +315.8% | -297.1% | -9.4% |
| 5Y | +54.2% | +225.7% | -171.5% | +18.5% |
| All | +66.5% | +637.7% | -571.2% | +9.0% |
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