-59.5%
FICO vs KGC
-15.6%
-43.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | +4.0% | +0.2% | +3.7% | +4.0% |
| 30D | -1.5% | -8.8% | +7.3% | -1.5% |
| 3M | -29.8% | -21.1% | -8.7% | -29.3% |
| 6M | -33.3% | -32.3% | -0.9% | -33.5% |
| YTD | -56.9% | -23.5% | -33.4% | -56.5% |
| 1Y | -59.5% | -15.0% | -44.5% | -59.1% |
| All | -59.5% | -15.6% | -43.8% | -59.1% |
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