+47.6%
KGC vs EL
+1,685.7%
-1,638.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.3% | -2.8% |
| 7D | -1.3% | +0.8% | -2.1% | -1.4% |
| 30D | +20.3% | +19.8% | +0.4% | +16.6% |
| 3M | +8.1% | +25.7% | -17.6% | +3.8% |
| 6M | -8.8% | +5.4% | -14.2% | -10.2% |
| YTD | +10.1% | +0.2% | +9.8% | +8.7% |
| 1Y | +44.2% | +20.4% | +23.8% | +37.7% |
| 3Y | +533.0% | -32.1% | +565.2% | +543.5% |
| 5Y | +443.0% | -67.2% | +510.2% | +518.5% |
| 10Y | +678.6% | +31.7% | +646.8% | +581.2% |
| All | +47.6% | +1,685.7% | -1,638.1% | -7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling