+84.1%
EWZ vs KGC
+645.2%
-561.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.4% |
| 7D | +5.6% | +2.4% | +3.1% | +5.1% |
| 30D | +9.3% | +9.2% | 0.0% | +7.5% |
| 3M | +15.7% | +16.7% | -1.1% | +12.1% |
| 6M | +7.4% | -7.0% | +14.4% | +7.7% |
| YTD | +22.7% | +7.5% | +15.2% | +19.6% |
| 1Y | +36.4% | +34.4% | +2.0% | +27.5% |
| 3Y | +50.4% | +552.0% | -501.6% | +5.9% |
| 5Y | +67.6% | +454.5% | -386.9% | +18.1% |
| 10Y | +84.1% | +658.7% | -574.6% | +20.0% |
| All | +84.1% | +645.2% | -561.1% | +20.0% |
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