-58.4%
FICO vs KGC
-14.2%
-44.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.8% | +6.7% | +1.0% |
| 7D | +0.9% | +8.0% | -7.2% | +0.9% |
| 30D | +9.4% | -9.3% | +18.8% | +9.5% |
| 3M | -30.4% | -21.3% | -9.1% | -29.9% |
| 6M | -35.1% | -31.5% | -3.6% | -35.3% |
| YTD | -56.8% | -23.2% | -33.5% | -56.3% |
| 1Y | -58.4% | -15.0% | -43.4% | -57.9% |
| All | -58.4% | -14.2% | -44.2% | -57.9% |
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 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