+7.1%
FERG vs KGC
-20.2%
+27.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +9.7% | -6.7% | +16.4% | +11.0% |
| 30D | +15.0% | -6.7% | +21.7% | +16.0% |
| 3M | +3.8% | -22.6% | +26.3% | +7.2% |
| 6M | +10.6% | -33.4% | +44.0% | +16.9% |
| YTD | +17.0% | -26.0% | +43.0% | +19.4% |
| 1Y | +7.1% | -18.3% | +25.4% | +6.9% |
| All | +7.1% | -20.2% | +27.3% | +6.9% |
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 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