+432.5%
EWZ vs KGC
+1,499.5%
-1,067.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +6.5% | -1.3% | +7.8% | +6.7% |
| 30D | +4.8% | +20.3% | -15.4% | +1.9% |
| 3M | +9.9% | +8.1% | +1.8% | +8.1% |
| 6M | +1.9% | -8.8% | +10.7% | +2.5% |
| YTD | +20.3% | +10.1% | +10.2% | +17.4% |
| 1Y | +35.6% | +44.2% | -8.6% | +26.7% |
| 3Y | +43.4% | +533.0% | -489.6% | +6.6% |
| 5Y | +55.9% | +443.0% | -387.1% | +16.1% |
| 10Y | +84.2% | +678.6% | -594.4% | +22.0% |
| All | +432.5% | +1,499.5% | -1,067.0% | +287.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling