+104,211.8%
FICO vs KGC
+346.4%
+103,865.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | -15.4% | +2.4% | -17.9% | -15.5% |
| 30D | -10.4% | +9.2% | -19.6% | -10.5% |
| 3M | -22.7% | +16.7% | -39.4% | -23.0% |
| 6M | -36.8% | -7.0% | -29.8% | -36.8% |
| YTD | -44.8% | +7.5% | -52.3% | -45.0% |
| 1Y | -39.3% | +34.4% | -73.7% | -39.9% |
| 3Y | +3.7% | +552.0% | -548.2% | -0.4% |
| 5Y | +101.7% | +454.5% | -352.8% | +93.7% |
| 10Y | +602.8% | +658.7% | -55.9% | +571.5% |
| All | +104,211.8% | +346.4% | +103,865.4% | +109,543.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling