+68.4%
FITB vs KGC
+454.1%
-385.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -5.1% | +10.5% | -15.6% | -5.9% |
| 3M | +3.5% | +19.8% | -16.3% | +1.8% |
| 6M | +17.2% | -6.7% | +23.9% | +17.3% |
| YTD | +17.6% | +7.8% | +9.9% | +15.8% |
| 1Y | +23.4% | +35.7% | -12.3% | +18.5% |
| 3Y | +129.7% | +553.7% | -424.0% | +79.7% |
| 5Y | +68.4% | +461.7% | -393.3% | +31.4% |
| All | +68.4% | +454.1% | -385.7% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling