-56.4%
FICO vs KGC
-5.3%
-51.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +7.5% | -10.7% | -3.3% |
| 7D | +0.4% | -6.8% | +7.2% | +0.6% |
| 30D | +1.7% | -9.2% | +10.8% | +1.8% |
| 3M | -33.0% | -9.1% | -23.9% | -32.0% |
| 6M | -33.9% | -25.7% | -8.2% | -33.4% |
| YTD | -58.5% | -23.6% | -34.9% | -58.4% |
| 1Y | -56.4% | -4.3% | -52.1% | -56.2% |
| All | -56.4% | -5.3% | -51.0% | -56.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling