-23.8%
FICO vs KGC
+304.9%
-328.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | +1.7% | -9.3% | +11.0% | +2.3% |
| 3M | -35.2% | -15.9% | -19.3% | -34.3% |
| 6M | -33.7% | -24.9% | -8.8% | -32.5% |
| YTD | -58.2% | -23.0% | -35.1% | -58.0% |
| 1Y | -56.6% | -9.9% | -46.6% | -57.1% |
| All | -23.8% | +304.9% | -328.6% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling