+252.7%
ELV vs KGC
+728.1%
-475.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.5% | -1.3% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.2% | +10.5% | -10.7% | -0.7% |
| 3M | -6.1% | +19.8% | -25.9% | -7.0% |
| 6M | +42.8% | -6.7% | +49.5% | +42.7% |
| YTD | +14.4% | +7.8% | +6.6% | +13.3% |
| 1Y | +28.6% | +35.7% | -7.1% | +25.8% |
| 3Y | -7.4% | +553.7% | -561.1% | -17.0% |
| 5Y | +14.5% | +461.7% | -447.2% | +2.5% |
| All | +252.7% | +728.1% | -475.4% | +220.4% |
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 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