+499.7%
FICO vs KGC
+523.1%
-23.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | -0.9% | +10.5% | -11.4% | -1.8% |
| 30D | +3.3% | -4.1% | +7.4% | +3.5% |
| 3M | -31.7% | -13.1% | -18.6% | -31.0% |
| 6M | -34.0% | -27.5% | -6.4% | -32.6% |
| YTD | -58.3% | -20.7% | -37.6% | -58.1% |
| 1Y | -57.9% | -6.1% | -51.9% | -58.4% |
| 3Y | -24.1% | +318.6% | -342.7% | -35.5% |
| 5Y | +85.3% | +289.9% | -204.6% | +55.4% |
| All | +499.7% | +523.1% | -23.4% | +412.4% |
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