+286.2%
KGC vs EL
-66.1%
+352.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.5% |
| 7D | +10.5% | +0.8% | +9.7% | +10.3% |
| 30D | -4.1% | +16.5% | -20.6% | -7.2% |
| 3M | -13.1% | +29.2% | -42.3% | -17.6% |
| 6M | -27.5% | +27.9% | -55.5% | -31.4% |
| YTD | -20.7% | +6.2% | -26.9% | -23.0% |
| 1Y | -6.1% | +27.2% | -33.2% | -11.9% |
| 3Y | +318.6% | +3.2% | +315.4% | +295.5% |
| All | +286.2% | -66.1% | +352.3% | +370.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling