+18.0%
IEFA vs KGC
+28.2%
-10.2%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -1.6% | -5.6% | +4.1% | -0.7% |
| 30D | -1.5% | +6.1% | -7.6% | -2.6% |
| 3M | +3.4% | +17.3% | -13.9% | +0.3% |
| 6M | +9.5% | -10.3% | +19.8% | +9.8% |
| YTD | +13.0% | +3.9% | +9.2% | +11.6% |
| 1Y | +18.0% | +25.7% | -7.7% | +13.9% |
| All | +18.0% | +28.2% | -10.2% | +13.9% |
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 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