+445.9%
KGC vs EQX
+83.7%
+362.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.3% |
| 7D | -5.6% | -3.2% | -2.4% | -3.8% |
| 30D | +6.1% | +7.8% | -1.6% | +1.8% |
| 3M | +17.3% | +21.3% | -4.0% | +5.0% |
| 6M | -10.3% | -22.4% | +12.1% | +3.1% |
| YTD | +3.9% | -11.3% | +15.2% | +10.4% |
| 1Y | +25.7% | +13.5% | +12.2% | +16.7% |
| 3Y | +526.0% | +162.1% | +363.8% | +242.6% |
| All | +445.9% | +83.7% | +362.3% | +244.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling