+440.5%
KGC vs ELF
+393.8%
+46.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.7% |
| 7D | +8.0% | +6.3% | +1.7% | +7.8% |
| 30D | -9.3% | +8.5% | -17.8% | -9.6% |
| 3M | -21.3% | +24.4% | -45.8% | -22.0% |
| 6M | -31.5% | +94.7% | -126.2% | -33.2% |
| YTD | -23.2% | +55.9% | -79.1% | -24.8% |
| 1Y | -15.0% | +48.4% | -63.4% | -16.6% |
| 3Y | +328.7% | +24.6% | +304.1% | +315.8% |
| 5Y | +262.9% | +285.0% | -22.1% | +232.2% |
| 10Y | +568.9% | +357.2% | +211.7% | +492.8% |
| All | +440.5% | +393.8% | +46.8% | +381.6% |
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 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