+454.5%
KGC vs EL
-67.4%
+521.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +2.4% | +1.7% | +0.8% | +2.1% |
| 30D | +9.2% | +15.5% | -6.3% | +6.1% |
| 3M | +16.7% | +20.6% | -3.8% | +12.4% |
| 6M | -7.0% | +10.5% | -17.5% | -9.6% |
| YTD | +7.5% | -1.9% | +9.4% | +6.2% |
| 1Y | +34.4% | +16.1% | +18.3% | +28.3% |
| 3Y | +552.0% | -30.2% | +582.2% | +585.8% |
| 5Y | +454.5% | -67.4% | +521.9% | +576.4% |
| All | +454.5% | -67.4% | +521.9% | +576.4% |
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