+587.2%
KGC vs EFV
+163.3%
+423.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -6.7% | +2.5% | -9.2% | -8.4% |
| 30D | -6.7% | +2.9% | -9.6% | -8.6% |
| 3M | -22.6% | -1.4% | -21.1% | -21.5% |
| 6M | -33.4% | +5.5% | -39.0% | -35.5% |
| YTD | -26.0% | +16.1% | -42.1% | -32.4% |
| 1Y | -18.3% | +20.3% | -38.6% | -27.1% |
| 3Y | +315.8% | +90.4% | +225.4% | +175.7% |
| 5Y | +225.7% | +93.5% | +132.2% | +112.9% |
| All | +587.2% | +163.3% | +423.9% | +262.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling