-17.4%
FIS vs KGC
+562.0%
-579.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.9% |
| 7D | +1.1% | -1.3% | +2.4% | +1.1% |
| 30D | -2.2% | +20.3% | -22.5% | -2.1% |
| 3M | +2.1% | +8.1% | -5.9% | +2.3% |
| 6M | -14.7% | -8.8% | -5.9% | -14.3% |
| YTD | -35.7% | +10.1% | -45.8% | -36.0% |
| 1Y | -37.1% | +44.2% | -81.3% | -38.4% |
| All | -17.4% | +562.0% | -579.4% | -32.3% |
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