-80.9%
FIG vs KGC
+91.1%
-172.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.2% |
| 7D | -14.5% | -0.1% | -14.4% | -14.4% |
| 30D | -13.3% | +10.5% | -23.8% | -12.8% |
| 3M | +7.4% | +19.8% | -12.4% | +8.5% |
| 6M | -27.8% | -6.7% | -21.1% | -27.9% |
| YTD | -41.1% | +7.8% | -48.9% | -41.6% |
| 1Y | -58.7% | +35.7% | -94.4% | -57.8% |
| All | -80.9% | +91.1% | -172.0% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling