-42.7%
FIS vs KGC
+33.7%
-76.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -9.1% | -0.1% | -9.0% | -9.1% |
| 30D | -10.4% | +10.5% | -20.9% | -9.7% |
| 3M | -3.7% | +19.8% | -23.5% | -2.1% |
| 6M | -24.8% | -6.7% | -18.1% | -24.5% |
| YTD | -41.6% | +7.8% | -49.3% | -41.4% |
| 1Y | -42.7% | +35.7% | -78.4% | -41.7% |
| All | -42.7% | +33.7% | -76.4% | -41.7% |
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