+467.8%
KGC vs EIX
+22.6%
+445.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.5% |
| 7D | -1.3% | -19.1% | +17.8% | +3.9% |
| 30D | +20.3% | -16.9% | +37.2% | +25.2% |
| 3M | +8.1% | -20.0% | +28.1% | +13.5% |
| 6M | -8.8% | -21.3% | +12.6% | -3.7% |
| YTD | +10.1% | -1.7% | +11.8% | +6.4% |
| 1Y | +44.2% | +9.6% | +34.7% | +33.4% |
| 3Y | +533.0% | -3.7% | +536.7% | +490.1% |
| All | +467.8% | +22.6% | +445.2% | +341.6% |
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 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