+1,526.4%
FERG vs KGC
+27.0%
+1,499.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | +9.7% | -6.7% | +16.4% | +9.9% |
| 30D | +15.0% | -6.7% | +21.7% | +15.2% |
| 3M | +3.8% | -22.6% | +26.3% | +4.3% |
| 6M | +10.6% | -33.4% | +44.0% | +11.4% |
| YTD | +17.0% | -26.0% | +43.0% | +17.6% |
| 1Y | +7.1% | -18.3% | +25.4% | +7.5% |
| 3Y | +67.7% | +315.8% | -248.0% | +64.9% |
| 5Y | +76.4% | +225.7% | -149.3% | +72.0% |
| 10Y | +424.2% | +610.5% | -186.2% | +426.2% |
| All | +1,526.4% | +27.0% | +1,499.4% | +1,504.7% |
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