+2.7%
EWZ vs KGC
-14.2%
+16.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.8% | +4.4% | -0.3% |
| 7D | +1.3% | +8.0% | -6.7% | -0.2% |
| 30D | -26.2% | -9.3% | -16.9% | -25.0% |
| 3M | -8.6% | -21.3% | +12.7% | -5.0% |
| 6M | -17.0% | -31.5% | +14.5% | -11.4% |
| YTD | +2.2% | -23.2% | +25.4% | +5.6% |
| 1Y | +2.7% | -15.0% | +17.7% | +4.3% |
| All | +2.7% | -14.2% | +16.9% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling