+660.5%
KGC vs EFX
+42.6%
+618.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -5.6% | -4.5% | -1.1% | -4.8% |
| 30D | +6.1% | -6.1% | +12.2% | +7.4% |
| 3M | +17.3% | +6.2% | +11.1% | +15.6% |
| 6M | -10.3% | -11.2% | +0.9% | -8.8% |
| YTD | +3.9% | -21.4% | +25.3% | +7.5% |
| 1Y | +25.7% | -34.3% | +60.0% | +34.8% |
| 3Y | +526.0% | -12.5% | +538.5% | +517.3% |
| 5Y | +455.5% | -35.6% | +491.0% | +465.5% |
| All | +660.5% | +42.6% | +618.0% | +575.5% |
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