+286.2%
KGC vs EIX
+18.0%
+268.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.7% |
| 7D | +10.5% | +1.0% | +9.5% | +10.2% |
| 30D | -4.1% | +9.1% | -13.2% | -6.4% |
| 3M | -13.1% | -10.2% | -2.8% | -11.7% |
| 6M | -27.5% | -11.2% | -16.3% | -26.6% |
| YTD | -20.7% | +4.5% | -25.2% | -24.6% |
| 1Y | -6.1% | +10.9% | -16.9% | -12.7% |
| 3Y | +318.6% | +8.4% | +310.2% | +272.2% |
| All | +286.2% | +18.0% | +268.2% | +229.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling