+5.8%
ELV vs KGC
+236.1%
-230.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.3% |
| 7D | -0.5% | -4.1% | +3.6% | -0.3% |
| 30D | +1.1% | -11.6% | +12.7% | +1.6% |
| 3M | +8.2% | -24.5% | +32.7% | +9.5% |
| 6M | +10.2% | -34.6% | +44.8% | +12.2% |
| YTD | +24.4% | -26.2% | +50.6% | +25.1% |
| 1Y | +33.8% | -20.1% | +53.9% | +33.8% |
| 3Y | -1.4% | +312.4% | -313.7% | -14.8% |
| 5Y | +5.8% | +224.9% | -219.1% | -6.3% |
| All | +5.8% | +236.1% | -230.2% | -6.3% |
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