+710.2%
KGC vs EIX
+19.9%
+690.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | -0.1% | +4.1% | -4.2% | -1.2% |
| 30D | +10.5% | -15.3% | +25.8% | +13.8% |
| 3M | +19.8% | -18.4% | +38.2% | +24.5% |
| 6M | -6.7% | -16.8% | +10.2% | -3.7% |
| YTD | +7.8% | -0.6% | +8.3% | +5.2% |
| 1Y | +35.7% | +10.7% | +25.0% | +28.2% |
| 3Y | +553.7% | -4.5% | +558.2% | +532.4% |
| 5Y | +461.7% | +24.0% | +437.6% | +404.0% |
| 10Y | +710.2% | +22.9% | +687.3% | +512.7% |
| All | +710.2% | +19.9% | +690.2% | +512.7% |
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