+346.4%
KGC vs EFX
+6,208.7%
-5,862.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.0% |
| 7D | +2.4% | -7.8% | +10.3% | +3.3% |
| 30D | +9.2% | -5.7% | +14.9% | +9.9% |
| 3M | +16.7% | +2.5% | +14.2% | +16.2% |
| 6M | -7.0% | -16.7% | +9.7% | -5.6% |
| YTD | +7.5% | -20.2% | +27.7% | +9.3% |
| 1Y | +34.4% | -31.4% | +65.7% | +38.7% |
| 3Y | +552.0% | -10.5% | +562.5% | +549.5% |
| 5Y | +454.5% | -35.2% | +489.7% | +464.4% |
| 10Y | +658.7% | +40.2% | +618.5% | +615.6% |
| All | +346.4% | +6,208.7% | -5,862.3% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling