+255.8%
ELV vs KGC
+637.7%
-381.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | -6.7% | +7.6% | +1.3% |
| 30D | +0.4% | -6.7% | +7.0% | +0.6% |
| 3M | +8.4% | -22.6% | +31.0% | +9.4% |
| 6M | +8.4% | -33.4% | +41.9% | +10.0% |
| YTD | +24.4% | -26.0% | +50.4% | +25.1% |
| 1Y | +33.5% | -18.3% | +51.8% | +33.6% |
| 3Y | -2.1% | +315.8% | -317.9% | -10.8% |
| 5Y | +5.8% | +225.7% | -219.9% | -3.7% |
| All | +255.8% | +637.7% | -381.9% | +224.2% |
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 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