+351.3%
FERG vs KGC
+698.0%
-346.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.7% |
| 7D | -2.6% | -5.6% | +3.1% | -2.3% |
| 30D | -8.9% | +6.1% | -15.0% | -9.2% |
| 3M | -2.0% | +17.3% | -19.4% | -3.0% |
| 6M | -3.2% | -10.3% | +7.1% | -3.0% |
| YTD | +1.5% | +3.9% | -2.4% | +1.0% |
| 1Y | +0.5% | +25.7% | -25.3% | -1.0% |
| 3Y | +50.4% | +526.0% | -475.6% | +38.2% |
| 5Y | +68.7% | +455.5% | -386.8% | +53.4% |
| All | +351.3% | +698.0% | -346.7% | +317.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling