+14.4%
FIX vs KGC
-5.3%
+19.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.5% | -22.6% | -17.2% |
| 7D | -18.9% | -6.8% | -12.1% | -17.2% |
| 30D | -36.3% | -9.2% | -27.1% | -34.4% |
| 3M | -38.5% | -9.1% | -29.4% | -38.4% |
| 6M | -42.3% | -25.7% | -16.6% | -37.9% |
| YTD | +17.1% | -23.6% | +40.7% | +14.6% |
| 1Y | +14.4% | -4.3% | +18.7% | -5.3% |
| All | +14.4% | -5.3% | +19.7% | -5.3% |
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