+760.3%
KGC vs EQH
+230.1%
+530.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.4% |
| 7D | -8.4% | -1.8% | -6.7% | -8.2% |
| 30D | +6.3% | +2.4% | +3.9% | +6.0% |
| 3M | +22.4% | +26.3% | -3.9% | +18.9% |
| 6M | -11.4% | +35.8% | -47.2% | -14.9% |
| YTD | +3.1% | +12.7% | -9.5% | +1.1% |
| 1Y | +26.6% | +2.5% | +24.2% | +25.3% |
| 3Y | +525.6% | +98.6% | +426.9% | +465.4% |
| 5Y | +451.7% | +101.7% | +349.9% | +396.6% |
| All | +760.3% | +230.1% | +530.3% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling