-38.8%
FIS vs KGC
+676.2%
-715.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.3% | -3.6% | -5.8% |
| 7D | -3.5% | +2.4% | -5.9% | -3.6% |
| 30D | -7.8% | +9.2% | -17.1% | -8.4% |
| 3M | +0.8% | +16.7% | -15.9% | -0.3% |
| 6M | -21.9% | -7.0% | -14.9% | -21.9% |
| YTD | -39.5% | +7.5% | -47.0% | -40.4% |
| 1Y | -41.0% | +34.4% | -75.3% | -43.0% |
| 3Y | -23.6% | +552.0% | -575.6% | -36.4% |
| 5Y | -65.6% | +454.5% | -520.1% | -71.5% |
| All | -38.8% | +676.2% | -715.0% | -48.8% |
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