+2,896.1%
FITB vs KGC
+357.0%
+2,539.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.6% |
| 30D | -4.7% | +20.3% | -25.0% | -5.2% |
| 3M | +6.7% | +8.1% | -1.4% | +6.4% |
| 6M | +12.6% | -8.8% | +21.3% | +12.6% |
| YTD | +19.1% | +10.1% | +9.1% | +18.6% |
| 1Y | +22.6% | +44.2% | -21.6% | +21.2% |
| 3Y | +127.1% | +533.0% | -405.9% | +116.3% |
| 5Y | +71.8% | +443.0% | -371.2% | +63.4% |
| 10Y | +287.2% | +678.6% | -391.4% | +262.1% |
| All | +2,896.1% | +357.0% | +2,539.1% | +2,817.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling