+12.5%
ELAN vs KGC
-5.3%
+17.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.5% | +1.5% |
| 7D | +11.7% | -6.8% | +18.5% | +13.1% |
| 30D | +12.4% | -9.2% | +21.6% | +14.3% |
| 3M | -1.1% | -9.1% | +8.0% | -0.7% |
| 6M | +12.4% | -25.7% | +38.1% | +18.4% |
| YTD | +11.8% | -23.6% | +35.5% | +18.9% |
| 1Y | +12.5% | -4.3% | +16.8% | +18.2% |
| All | +12.5% | -5.3% | +17.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling