-80.3%
FIG vs KGC
+90.6%
-170.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.3% | -3.3% | -5.7% |
| 7D | -16.4% | +2.4% | -18.8% | -16.3% |
| 30D | -2.3% | +9.2% | -11.5% | -1.7% |
| 3M | +7.8% | +16.7% | -8.9% | +8.8% |
| 6M | -21.8% | -7.0% | -14.8% | -22.0% |
| YTD | -39.1% | +7.5% | -46.6% | -39.7% |
| 1Y | -56.6% | +34.4% | -91.0% | -55.7% |
| All | -80.3% | +90.6% | -170.9% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling