-31.8%
FICO vs KGC
-3.5%
-28.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.3% | +5.1% | +5.3% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -6.3% | +10.5% | -16.8% | -6.3% |
| 3M | -19.7% | +19.8% | -39.5% | -19.1% |
| 6M | -31.8% | -6.7% | -25.1% | -32.5% |
| All | -31.8% | -3.5% | -28.3% | -32.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling