+451.7%
KGC vs EFX
-37.1%
+488.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -11.1% | +2.7% | -6.1% |
| 30D | +6.3% | -7.4% | +13.7% | +8.1% |
| 3M | +22.4% | +1.5% | +21.0% | +21.5% |
| 6M | -11.4% | -13.7% | +2.3% | -9.2% |
| YTD | +3.1% | -21.9% | +25.0% | +7.4% |
| 1Y | +26.6% | -30.8% | +57.4% | +35.6% |
| 3Y | +525.6% | -12.4% | +538.0% | +503.5% |
| 5Y | +451.7% | -35.9% | +487.6% | +414.7% |
| All | +451.7% | -37.1% | +488.8% | +414.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling