+50.0%
FANG vs KGC
+524.7%
-474.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | +2.9% | -5.6% | +8.5% | +2.9% |
| 30D | +2.6% | +6.1% | -3.5% | +2.6% |
| 3M | +7.6% | +17.3% | -9.8% | +7.5% |
| 6M | +17.3% | -10.3% | +27.6% | +18.0% |
| YTD | +38.7% | +3.9% | +34.8% | +37.0% |
| 1Y | +51.6% | +25.7% | +25.9% | +46.5% |
| 3Y | +50.0% | +526.0% | -476.0% | +10.9% |
| All | +50.0% | +524.7% | -474.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling