+215.7%
IEFA vs KGC
+239.7%
-24.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | +1.2% | +2.4% | -1.3% | +0.9% |
| 30D | -0.6% | +9.2% | -9.8% | -1.4% |
| 3M | +6.2% | +16.7% | -10.5% | +4.6% |
| 6M | +11.2% | -7.0% | +18.2% | +11.3% |
| YTD | +14.2% | +7.5% | +6.7% | +12.8% |
| 1Y | +20.0% | +34.4% | -14.3% | +16.4% |
| 3Y | +68.8% | +552.0% | -483.2% | +44.6% |
| 5Y | +52.7% | +454.5% | -401.9% | +30.5% |
| 10Y | +144.2% | +658.7% | -514.5% | +103.2% |
| All | +215.7% | +239.7% | -24.1% | +168.4% |
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