+485.2%
KGC vs EFV
+258.8%
+226.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.5% | -2.8% | -2.3% |
| 30D | +20.3% | +1.7% | +18.5% | +19.0% |
| 3M | +8.1% | +8.6% | -0.6% | +2.5% |
| 6M | -8.8% | +11.7% | -20.4% | -14.5% |
| YTD | +10.1% | +19.3% | -9.2% | -1.3% |
| 1Y | +44.2% | +30.2% | +14.0% | +22.2% |
| 3Y | +533.0% | +91.6% | +441.4% | +314.6% |
| 5Y | +443.0% | +96.4% | +346.6% | +253.4% |
| 10Y | +678.6% | +166.5% | +512.1% | +299.1% |
| All | +485.2% | +258.8% | +226.4% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling