+587.2%
KGC vs ELF
+332.6%
+254.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.9% | -3.7% | +0.1% |
| 7D | -6.7% | +1.6% | -8.2% | -6.7% |
| 30D | -6.7% | +9.1% | -15.8% | -7.0% |
| 3M | -22.6% | +28.2% | -50.7% | -23.3% |
| 6M | -33.4% | +119.5% | -153.0% | -35.3% |
| YTD | -26.0% | +55.2% | -81.1% | -27.4% |
| 1Y | -18.3% | +58.6% | -76.9% | -19.9% |
| 3Y | +315.8% | +21.3% | +294.5% | +304.1% |
| 5Y | +225.7% | +276.2% | -50.5% | +199.4% |
| All | +587.2% | +332.6% | +254.6% | +500.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling