+86.2%
FERG vs KGC
+248.9%
-162.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | +19.9% | -8.8% | +28.8% | +21.2% |
| 3M | +5.6% | -21.1% | +26.6% | +8.3% |
| 6M | +9.2% | -32.3% | +41.6% | +13.9% |
| YTD | +20.6% | -23.5% | +44.1% | +23.1% |
| 1Y | +5.7% | -15.0% | +20.7% | +6.4% |
| 3Y | +73.6% | +327.5% | -253.9% | +34.5% |
| 5Y | +86.2% | +244.3% | -158.1% | +38.9% |
| All | +86.2% | +248.9% | -162.7% | +38.9% |
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 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