+225.6%
FANG vs KGC
+453.5%
-227.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +2.9% | -5.6% | +8.5% | +3.4% |
| 30D | +2.6% | +6.1% | -3.5% | +1.9% |
| 3M | +7.6% | +17.3% | -9.8% | +5.6% |
| 6M | +17.3% | -10.3% | +27.6% | +17.8% |
| YTD | +38.7% | +3.9% | +34.8% | +35.1% |
| 1Y | +51.6% | +25.7% | +25.9% | +42.4% |
| 3Y | +50.0% | +526.0% | -476.0% | -0.7% |
| All | +225.6% | +453.5% | -227.9% | +121.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling