-4.3%
KGC vs EFV
+25.8%
-30.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.3% | +1.2% |
| 7D | -6.8% | +2.9% | -9.7% | -11.8% |
| 30D | -9.2% | +3.6% | -12.7% | -15.0% |
| 3M | -9.1% | -0.1% | -9.0% | -8.4% |
| 6M | -25.7% | +9.6% | -35.3% | -36.4% |
| YTD | -23.6% | +17.0% | -40.6% | -39.0% |
| 1Y | -4.3% | +25.7% | -29.9% | -31.8% |
| All | -4.3% | +25.8% | -30.1% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling