-2.0%
ELV vs KGC
+314.0%
-316.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | -0.5% | -4.1% | +3.6% | -0.4% |
| 30D | +1.1% | -11.6% | +12.7% | +1.3% |
| 3M | +8.2% | -24.5% | +32.7% | +8.8% |
| 6M | +10.2% | -34.6% | +44.8% | +10.9% |
| YTD | +24.4% | -26.2% | +50.6% | +24.4% |
| 1Y | +33.8% | -20.1% | +53.9% | +33.5% |
| All | -2.0% | +314.0% | -316.0% | -9.0% |
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