+526.0%
KGC vs EQH
+100.2%
+425.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -5.6% | +0.7% | -6.4% | -5.8% |
| 30D | +6.1% | +2.8% | +3.3% | +5.5% |
| 3M | +17.3% | +23.1% | -5.8% | +12.9% |
| 6M | -10.3% | +41.4% | -51.7% | -15.7% |
| YTD | +3.9% | +14.3% | -10.4% | +0.4% |
| 1Y | +25.7% | +1.6% | +24.1% | +24.0% |
| 3Y | +526.0% | +102.7% | +423.3% | +393.6% |
| All | +526.0% | +100.2% | +425.7% | +393.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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