+94.1%
ELAN vs KGC
+520.4%
-426.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.4% | -2.3% |
| 7D | -6.4% | -8.4% | +2.0% | -5.2% |
| 30D | +0.6% | +6.3% | -5.8% | -0.5% |
| 3M | 0.0% | +22.4% | -22.5% | -3.6% |
| 6M | -3.4% | -11.4% | +8.0% | -2.6% |
| YTD | +1.0% | +3.1% | -2.1% | +0.1% |
| 1Y | +24.7% | +26.6% | -1.9% | +20.4% |
| All | +94.1% | +520.4% | -426.3% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling