+454.5%
KGC vs ELF
+239.6%
+215.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.1% |
| 7D | +2.4% | -1.2% | +3.6% | +2.5% |
| 30D | +9.2% | +5.9% | +3.3% | +8.9% |
| 3M | +16.7% | +99.5% | -82.8% | +13.5% |
| 6M | -7.0% | +26.5% | -33.5% | -8.2% |
| YTD | +7.5% | +37.2% | -29.7% | +5.6% |
| 1Y | +34.4% | -24.4% | +58.8% | +33.5% |
| 3Y | +552.0% | -23.3% | +575.3% | +538.0% |
| 5Y | +454.5% | +245.2% | +209.4% | +345.6% |
| All | +454.5% | +239.6% | +215.0% | +345.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling