+587.2%
KGC vs EFX
+80.5%
+506.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -6.7% | -0.8% | -5.9% | -6.5% |
| 30D | -6.7% | +25.1% | -31.8% | -10.7% |
| 3M | -22.6% | +1.7% | -24.2% | -23.1% |
| 6M | -33.4% | +18.4% | -51.8% | -35.9% |
| YTD | -26.0% | -12.5% | -13.5% | -25.3% |
| 1Y | -18.3% | -8.1% | -10.2% | -18.3% |
| 3Y | +315.8% | +4.8% | +311.0% | +295.6% |
| 5Y | +225.7% | -30.1% | +255.8% | +224.6% |
| All | +587.2% | +80.5% | +506.7% | +480.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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