-83.2%
FIG vs KGC
+44.4%
-127.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.1% |
| 7D | -12.6% | +11.1% | -23.8% | -12.7% |
| 30D | -13.8% | -3.7% | -10.0% | -14.1% |
| 3M | -16.7% | -17.2% | +0.5% | -17.1% |
| 6M | -6.1% | -27.3% | +21.2% | -7.2% |
| YTD | -48.1% | -18.5% | -29.6% | -49.1% |
| 1Y | -56.2% | -5.7% | -50.4% | -57.1% |
| All | -83.2% | +44.4% | -127.6% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling