+271.8%
ELV vs KGC
+692.5%
-420.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.3% | +9.7% | +5.6% |
| 7D | +0.9% | -8.4% | +9.3% | +1.3% |
| 30D | +7.2% | +6.3% | +0.8% | +6.8% |
| 3M | +3.4% | +22.4% | -19.0% | +2.3% |
| 6M | +48.6% | -11.4% | +60.0% | +48.8% |
| YTD | +20.6% | +3.1% | +17.4% | +19.7% |
| 1Y | +38.5% | +26.6% | +11.9% | +35.9% |
| 3Y | -2.4% | +525.6% | -528.0% | -12.3% |
| 5Y | +25.3% | +451.7% | -426.3% | +12.3% |
| All | +271.8% | +692.5% | -420.7% | +238.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling