-57.4%
FIG vs KGC
-15.6%
-41.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -14.3% | +0.2% | -14.5% | -14.2% |
| 30D | -13.6% | -8.8% | -4.8% | -13.7% |
| 3M | -23.7% | -21.1% | -2.6% | -23.5% |
| 6M | -5.4% | -32.3% | +26.9% | -5.7% |
| YTD | -49.2% | -23.5% | -25.8% | -53.2% |
| 1Y | -57.4% | -15.0% | -42.4% | -63.2% |
| All | -57.4% | -15.6% | -41.7% | -63.2% |
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 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