+34.3%
FANG vs KGC
-5.3%
+39.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.5% | -12.4% | -3.9% |
| 7D | -11.3% | -6.8% | -4.5% | -11.8% |
| 30D | -0.7% | -9.2% | +8.5% | -1.5% |
| 3M | -4.2% | -9.1% | +5.0% | -4.2% |
| 6M | -13.5% | -25.7% | +12.2% | -15.1% |
| YTD | +23.7% | -23.6% | +47.4% | +19.9% |
| 1Y | +34.3% | -4.3% | +38.6% | +28.3% |
| All | +34.3% | -5.3% | +39.6% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling