-24.1%
FICO vs KGC
+317.1%
-341.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.6% |
| 7D | -0.9% | +10.5% | -11.4% | -1.6% |
| 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% | -32.7% |
| YTD | -58.3% | -20.7% | -37.6% | -58.2% |
| 1Y | -57.9% | -6.1% | -51.9% | -58.6% |
| 3Y | -24.1% | +318.6% | -342.7% | -37.2% |
| All | -24.1% | +317.1% | -341.1% | -37.2% |
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