+69.3%
FERG vs KGC
+454.1%
-384.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -15.1% | +10.5% | -25.5% | -16.3% |
| 3M | -4.8% | +19.8% | -24.6% | -7.4% |
| 6M | -2.5% | -6.7% | +4.2% | -2.4% |
| YTD | +1.8% | +7.8% | -6.0% | -0.2% |
| 1Y | -0.3% | +35.7% | -36.0% | -5.5% |
| 3Y | +52.9% | +553.7% | -500.8% | +13.2% |
| 5Y | +69.3% | +461.7% | -392.4% | +21.5% |
| All | +69.3% | +454.1% | -384.8% | +21.5% |
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