+587.2%
KGC vs EIX
+35.3%
+551.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.7% | +1.4% | -8.0% | -7.0% |
| 30D | -6.7% | +8.5% | -15.2% | -8.6% |
| 3M | -22.6% | -13.5% | -9.1% | -20.6% |
| 6M | -33.4% | -12.4% | -21.1% | -32.3% |
| YTD | -26.0% | +5.9% | -31.9% | -28.8% |
| 1Y | -18.3% | +7.6% | -25.9% | -21.8% |
| 3Y | +315.8% | +12.8% | +303.0% | +284.7% |
| 5Y | +225.7% | +19.2% | +206.5% | +196.2% |
| All | +587.2% | +35.3% | +551.9% | +392.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling