-35.6%
ELAN vs KGC
+955.3%
-991.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | -5.4% | -5.6% | +0.2% | -4.9% |
| 30D | +4.7% | +6.1% | -1.4% | +4.0% |
| 3M | -3.7% | +17.3% | -21.0% | -5.5% |
| 6M | -1.2% | -10.3% | +9.1% | -0.7% |
| YTD | +2.4% | +3.9% | -1.5% | +1.5% |
| 1Y | +23.4% | +25.7% | -2.4% | +19.9% |
| 3Y | +96.7% | +526.0% | -429.3% | +64.3% |
| 5Y | -30.6% | +455.5% | -486.1% | -42.6% |
| All | -35.6% | +955.3% | -991.0% | -48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling