+55.0%
FERG vs KGC
+556.1%
-501.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | +3.4% | +2.4% | +0.9% | +3.1% |
| 30D | -11.5% | +9.2% | -20.7% | -12.5% |
| 3M | +1.3% | +16.7% | -15.5% | -0.9% |
| 6M | -1.0% | -7.0% | +6.0% | -1.0% |
| YTD | +3.2% | +7.5% | -4.3% | +1.7% |
| 1Y | -3.0% | +34.4% | -37.3% | -6.5% |
| 3Y | +55.0% | +552.0% | -496.9% | +25.0% |
| All | +55.0% | +556.1% | -501.1% | +25.0% |
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