+602.8%
FICO vs KGC
+657.9%
-55.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.4% | -16.5% |
| 7D | -19.2% | -1.3% | -17.9% | -19.1% |
| 30D | -14.6% | +20.3% | -34.9% | -15.8% |
| 3M | -20.1% | +8.1% | -28.2% | -20.7% |
| 6M | -36.3% | -8.8% | -27.6% | -36.2% |
| YTD | -44.9% | +10.1% | -54.9% | -45.9% |
| 1Y | -38.6% | +44.2% | -82.8% | -41.5% |
| 3Y | +4.0% | +533.0% | -529.0% | -14.5% |
| 5Y | +99.5% | +443.0% | -343.5% | +63.1% |
| All | +602.8% | +657.9% | -55.1% | +499.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling