-55.8%
FIG vs KGC
+43.6%
-99.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.4% |
| 7D | -16.3% | -1.3% | -15.0% | -16.3% |
| 30D | -14.3% | +20.3% | -34.6% | -13.9% |
| 3M | +7.2% | +8.1% | -0.9% | +7.4% |
| 6M | -18.6% | -8.8% | -9.9% | -18.4% |
| YTD | -35.5% | +10.1% | -45.5% | -36.8% |
| 1Y | -55.8% | +44.2% | -100.0% | -56.4% |
| All | -55.8% | +43.6% | -99.4% | -56.4% |
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