+19.5%
EWZ vs KGC
+329.2%
-309.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -25.5% | -8.8% | -16.7% | -24.5% |
| 3M | -4.5% | -21.1% | +16.5% | -1.1% |
| 6M | -15.3% | -32.3% | +17.0% | -10.2% |
| YTD | +3.1% | -23.5% | +26.5% | +6.2% |
| 1Y | +1.2% | -15.0% | +16.2% | +2.3% |
| All | +19.5% | +329.2% | -309.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling