+1,348.4%
FERG vs KGC
+88.8%
+1,259.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +2.4% |
| 7D | 0.0% | -1.3% | +1.2% | 0.0% |
| 30D | -10.2% | +20.3% | -30.5% | -10.6% |
| 3M | -0.6% | +8.1% | -8.7% | -0.8% |
| 6M | -6.5% | -8.8% | +2.2% | -6.5% |
| YTD | +4.2% | +10.1% | -5.9% | +3.9% |
| 1Y | -2.3% | +44.2% | -46.5% | -3.0% |
| 3Y | +48.5% | +533.0% | -484.5% | +44.7% |
| 5Y | +72.0% | +443.0% | -371.0% | +66.6% |
| 10Y | +369.9% | +678.6% | -308.7% | +365.1% |
| All | +1,348.4% | +88.8% | +1,259.6% | +1,317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling