-3.7%
FISV vs KGC
-5.3%
+1.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.5% | -1.2% | +6.6% |
| 7D | +29.6% | -6.8% | +36.4% | +29.2% |
| 30D | +34.5% | -9.2% | +43.6% | +33.9% |
| 3M | +11.2% | -9.1% | +20.4% | +11.3% |
| 6M | -1.2% | -25.7% | +24.4% | -1.5% |
| YTD | -7.6% | -23.6% | +16.0% | -9.9% |
| 1Y | -3.7% | -4.3% | +0.6% | -7.3% |
| All | -3.7% | -5.3% | +1.6% | -7.3% |
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 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