+2.0%
FISV vs KGC
+698.0%
-696.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.4% |
| 7D | -2.7% | -5.6% | +3.0% | -2.5% |
| 30D | 0.0% | +6.1% | -6.1% | -0.2% |
| 3M | -2.8% | +17.3% | -20.1% | -3.5% |
| 6M | -11.8% | -10.3% | -1.5% | -11.6% |
| YTD | -23.2% | +3.9% | -27.1% | -23.7% |
| 1Y | -62.0% | +25.7% | -87.7% | -62.7% |
| 3Y | -57.6% | +526.0% | -583.6% | -62.0% |
| 5Y | -53.4% | +455.5% | -508.9% | -58.5% |
| All | +2.0% | +698.0% | -696.0% | -4.5% |
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