+1,422.9%
FANG vs KGC
+228.5%
+1,194.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +2.4% | +10.5% | -8.1% | +1.2% |
| 3M | +4.9% | +19.8% | -14.9% | +2.5% |
| 6M | +12.0% | -6.7% | +18.7% | +11.7% |
| YTD | +37.1% | +7.8% | +29.3% | +33.7% |
| 1Y | +52.3% | +35.7% | +16.6% | +43.9% |
| 3Y | +45.0% | +553.7% | -508.7% | +11.2% |
| 5Y | +231.0% | +461.7% | -230.7% | +153.6% |
| 10Y | +177.5% | +710.2% | -532.7% | +96.4% |
| All | +1,422.9% | +228.5% | +1,194.5% | +948.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling