+28.9%
FITB vs KGC
-18.5%
+47.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.7% |
| 7D | +0.8% | -4.1% | +4.9% | +1.1% |
| 30D | +7.3% | -11.6% | +19.0% | +7.9% |
| 3M | -6.3% | -24.5% | +18.2% | -5.0% |
| 6M | +12.6% | -34.6% | +47.1% | +15.1% |
| YTD | +18.0% | -26.2% | +44.1% | +14.7% |
| 1Y | +28.9% | -20.1% | +49.0% | +23.7% |
| All | +28.9% | -18.5% | +47.4% | +23.7% |
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 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