+587.2%
KGC vs EME
+905.2%
-318.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -6.7% | +8.4% | -15.0% | -7.5% |
| 30D | -6.7% | -11.5% | +4.8% | -5.5% |
| 3M | -22.6% | -20.6% | -1.9% | -20.6% |
| 6M | -33.4% | -28.5% | -4.9% | -31.1% |
| YTD | -26.0% | +8.0% | -34.0% | -26.8% |
| 1Y | -18.3% | +6.8% | -25.1% | -19.0% |
| 3Y | +315.8% | +213.9% | +101.9% | +277.6% |
| 5Y | +225.7% | +414.8% | -189.1% | +185.9% |
| All | +587.2% | +905.2% | -318.0% | +597.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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