+2,895.1%
FITB vs KGC
+217.8%
+2,677.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +7.0% | -8.8% | +15.9% | +7.2% |
| 3M | -4.8% | -21.1% | +16.3% | -4.3% |
| 6M | +13.5% | -32.3% | +45.9% | +14.4% |
| YTD | +19.1% | -23.5% | +42.5% | +19.5% |
| 1Y | +30.8% | -15.0% | +45.7% | +30.8% |
| 3Y | +141.6% | +327.5% | -185.9% | +132.0% |
| 5Y | +48.3% | +244.3% | -196.0% | +42.4% |
| 10Y | +215.9% | +634.8% | -418.8% | +196.0% |
| All | +2,895.1% | +217.8% | +2,677.3% | +2,839.4% |
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 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