+315.8%
KGC vs EMB
+29.8%
+286.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.5% | +0.7% |
| 7D | -6.7% | -0.9% | -5.8% | -4.7% |
| 30D | -6.7% | +0.4% | -7.0% | -7.1% |
| 3M | -22.6% | -3.1% | -19.5% | -16.9% |
| 6M | -33.4% | -2.1% | -31.4% | -29.6% |
| YTD | -26.0% | -1.1% | -24.9% | -22.7% |
| 1Y | -18.3% | -0.1% | -18.2% | -16.0% |
| 3Y | +315.8% | +29.6% | +286.2% | +186.4% |
| All | +315.8% | +29.8% | +286.0% | +186.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 3y: compounded portfolio wealth divided by compounded EMB 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…
3y analysis · Full analysis span regression · 6 months rolling