+63.7%
IEFA vs KGC
+520.4%
-456.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | -0.3% |
| 7D | -2.4% | -8.4% | +6.0% | -1.2% |
| 30D | -2.1% | +6.3% | -8.5% | -3.2% |
| 3M | +5.5% | +22.4% | -16.9% | +2.0% |
| 6M | +8.1% | -11.4% | +19.5% | +8.9% |
| YTD | +11.9% | +3.1% | +8.8% | +10.1% |
| 1Y | +18.1% | +26.6% | -8.5% | +12.6% |
| All | +63.7% | +520.4% | -456.7% | +22.1% |
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