-15.0%
KGC vs EIX
+11.3%
-26.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +8.0% | +1.0% | +7.1% | +7.9% |
| 30D | -9.3% | +8.9% | -18.2% | -9.9% |
| 3M | -21.3% | -9.8% | -11.5% | -20.9% |
| 6M | -31.5% | -10.2% | -21.3% | -31.2% |
| YTD | -23.2% | +5.9% | -29.2% | -22.4% |
| 1Y | -15.0% | +10.9% | -25.9% | -17.2% |
| All | -15.0% | +11.3% | -26.3% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling