+282.0%
FITB vs KGC
+692.5%
-410.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +0.5% |
| 7D | -1.0% | -8.4% | +7.4% | -0.8% |
| 30D | -5.5% | +6.3% | -11.8% | -5.6% |
| 3M | +4.1% | +22.4% | -18.3% | +3.6% |
| 6M | +18.7% | -11.4% | +30.1% | +18.8% |
| YTD | +18.2% | +3.1% | +15.0% | +17.8% |
| 1Y | +23.7% | +26.6% | -3.0% | +22.7% |
| 3Y | +130.8% | +525.6% | -394.8% | +120.4% |
| 5Y | +69.8% | +451.7% | -381.9% | +61.1% |
| All | +282.0% | +692.5% | -410.5% | +296.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling