+545.7%
FICO vs KGC
+506.2%
+39.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.7% | +1.4% |
| 7D | +0.9% | +8.0% | -7.2% | +0.2% |
| 30D | +9.4% | -9.3% | +18.8% | +10.1% |
| 3M | -30.4% | -21.3% | -9.1% | -29.2% |
| 6M | -35.1% | -31.5% | -3.6% | -33.4% |
| YTD | -56.8% | -23.2% | -33.5% | -56.4% |
| 1Y | -58.4% | -15.0% | -43.4% | -58.5% |
| 3Y | -26.7% | +328.7% | -355.4% | -37.8% |
| 5Y | +88.0% | +262.9% | -174.9% | +58.5% |
| 10Y | +545.7% | +568.9% | -23.2% | +456.9% |
| All | +545.7% | +506.2% | +39.5% | +456.9% |
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 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