+458.4%
KGC vs ELF
+383.9%
+74.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.8% |
| 7D | +10.5% | +4.0% | +6.5% | +10.3% |
| 30D | -4.1% | +10.6% | -14.6% | -4.4% |
| 3M | -13.1% | +25.8% | -38.9% | -13.8% |
| 6M | -27.5% | +89.1% | -116.6% | -29.2% |
| YTD | -20.7% | +52.7% | -73.4% | -22.2% |
| 1Y | -6.1% | +51.7% | -57.8% | -7.8% |
| 3Y | +318.6% | +14.2% | +304.4% | +307.3% |
| 5Y | +289.9% | +270.7% | +19.2% | +257.5% |
| 10Y | +501.8% | +341.9% | +159.9% | +435.3% |
| All | +458.4% | +383.9% | +74.5% | +397.9% |
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