-30.4%
ELAN vs KGC
+453.5%
-483.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -5.4% | -5.6% | +0.2% | -4.5% |
| 30D | +4.7% | +6.1% | -1.4% | +3.5% |
| 3M | -3.7% | +17.3% | -21.0% | -6.7% |
| 6M | -1.2% | -10.3% | +9.1% | -0.3% |
| YTD | +2.4% | +3.9% | -1.5% | +0.7% |
| 1Y | +23.4% | +25.7% | -2.4% | +17.1% |
| 3Y | +96.7% | +526.0% | -429.3% | +36.1% |
| All | -30.4% | +453.5% | -483.9% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling