+356.3%
EWZ vs KGC
+1,012.5%
-656.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | -25.5% | -8.8% | -16.7% | -24.7% |
| 3M | -4.5% | -21.1% | +16.5% | -1.8% |
| 6M | -15.3% | -32.3% | +17.0% | -11.2% |
| YTD | +3.1% | -23.5% | +26.5% | +5.5% |
| 1Y | +1.2% | -15.0% | +16.2% | +1.9% |
| 3Y | +19.3% | +327.5% | -308.3% | -6.5% |
| 5Y | +52.3% | +244.3% | -192.0% | +20.6% |
| 10Y | +67.0% | +634.8% | -567.7% | +11.7% |
| All | +356.3% | +1,012.5% | -656.2% | +248.8% |
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