+675.0%
KGC vs ELF
+357.0%
+318.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.4% |
| 7D | -1.3% | +5.4% | -6.6% | -1.5% |
| 30D | +20.3% | +27.0% | -6.7% | +19.3% |
| 3M | +8.1% | +113.2% | -105.1% | +5.2% |
| 6M | -8.8% | +36.6% | -45.3% | -10.0% |
| YTD | +10.1% | +44.2% | -34.2% | +8.2% |
| 1Y | +44.2% | -18.0% | +62.2% | +43.5% |
| 3Y | +533.0% | -19.9% | +553.0% | +523.5% |
| 5Y | +443.0% | +257.7% | +185.3% | +398.6% |
| All | +675.0% | +357.0% | +318.1% | +592.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling