-4.3%
KGC vs EL
+25.6%
-29.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +5.8% |
| 7D | -6.8% | +2.5% | -9.3% | -7.5% |
| 30D | -9.2% | +20.1% | -29.2% | -13.7% |
| 3M | -9.1% | +29.3% | -38.4% | -15.1% |
| 6M | -25.7% | +38.8% | -64.4% | -31.5% |
| YTD | -23.6% | +8.1% | -31.7% | -27.2% |
| 1Y | -4.3% | +22.3% | -26.6% | -10.7% |
| All | -4.3% | +25.6% | -29.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling