+217.8%
KGC vs EFX
+6,825.8%
-6,608.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | -2.0% | +2.2% | +0.4% |
| 30D | -8.8% | +27.9% | -36.7% | -11.3% |
| 3M | -21.1% | +3.8% | -24.9% | -21.5% |
| 6M | -32.3% | +13.0% | -45.3% | -33.4% |
| YTD | -23.5% | -12.4% | -11.1% | -23.0% |
| 1Y | -15.0% | -10.4% | -4.6% | -14.7% |
| 3Y | +327.5% | +4.4% | +323.1% | +318.7% |
| 5Y | +244.3% | -28.9% | +273.2% | +246.7% |
| 10Y | +634.8% | +81.7% | +553.0% | +576.9% |
| All | +217.8% | +6,825.8% | -6,608.0% | +133.4% |
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