+9.3%
KGC vs EL
+1,845.6%
-1,836.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.2% |
| 7D | +11.1% | +8.0% | +3.1% | +9.7% |
| 30D | -3.7% | +15.4% | -19.2% | -6.2% |
| 3M | -17.2% | +28.5% | -45.7% | -20.9% |
| 6M | -27.3% | +32.2% | -59.5% | -31.0% |
| YTD | -18.5% | +9.2% | -27.7% | -20.8% |
| 1Y | -5.7% | +30.8% | -36.5% | -11.2% |
| 3Y | +336.5% | +3.7% | +332.8% | +313.5% |
| 5Y | +298.7% | -64.8% | +363.5% | +348.5% |
| 10Y | +538.5% | +60.0% | +478.5% | +439.7% |
| All | +9.3% | +1,845.6% | -1,836.3% | -32.7% |
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 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