-40.6%
FIS vs KGC
+350.6%
-391.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.2% |
| 7D | -29.4% | +11.1% | -40.6% | -29.0% |
| 30D | -16.7% | -3.7% | -13.0% | -16.4% |
| 3M | -33.0% | -17.2% | -15.8% | -32.7% |
| 6M | -33.3% | -27.3% | -6.0% | -33.0% |
| YTD | -56.0% | -18.5% | -37.5% | -56.1% |
| 1Y | -54.6% | -5.7% | -48.9% | -54.9% |
| 3Y | -40.6% | +336.5% | -377.1% | -49.7% |
| All | -40.6% | +350.6% | -391.3% | -49.7% |
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 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