-4.3%
KGC vs ELF
-3.2%
-1.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.9% | +5.6% | +7.2% |
| 7D | -6.8% | -1.5% | -5.2% | -6.6% |
| 30D | -9.2% | +9.5% | -18.7% | -10.2% |
| 3M | -9.1% | +29.4% | -38.5% | -11.7% |
| 6M | -25.7% | +83.7% | -109.4% | -30.3% |
| YTD | -23.6% | +49.4% | -73.1% | -27.9% |
| 1Y | -4.3% | -3.9% | -0.4% | -5.8% |
| All | -4.3% | -3.2% | -1.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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