+526.0%
KGC vs EQX
+168.9%
+357.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | -5.6% | -3.2% | -2.4% | -3.7% |
| 30D | +6.1% | +7.8% | -1.6% | +1.7% |
| 3M | +17.3% | +21.3% | -4.0% | +4.5% |
| 6M | -10.3% | -22.4% | +12.1% | +3.1% |
| YTD | +3.9% | -11.3% | +15.2% | +10.6% |
| 1Y | +25.7% | +13.5% | +12.2% | +17.3% |
| 3Y | +526.0% | +162.1% | +363.8% | +257.5% |
| All | +526.0% | +168.9% | +357.0% | +257.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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