+451.7%
KGC vs EME
+540.8%
-89.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -8.4% | +0.9% | -9.4% | -8.7% |
| 30D | +6.3% | -8.4% | +14.7% | +8.5% |
| 3M | +22.4% | -3.6% | +26.0% | +22.6% |
| 6M | -11.4% | +3.6% | -15.0% | -12.8% |
| YTD | +3.1% | +22.5% | -19.4% | -2.6% |
| 1Y | +26.6% | +18.2% | +8.4% | +19.2% |
| 3Y | +525.6% | +238.4% | +287.2% | +325.3% |
| 5Y | +451.7% | +550.5% | -98.9% | +189.1% |
| All | +451.7% | +540.8% | -89.2% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling