+3,759.0%
FIX vs KGC
+567.0%
+3,192.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | +6.4% | +0.2% | +6.2% | +6.4% |
| 30D | -29.1% | -8.8% | -20.3% | -28.3% |
| 3M | -31.1% | -21.1% | -10.1% | -29.2% |
| 6M | -42.8% | -32.3% | -10.5% | -40.2% |
| YTD | +24.6% | -23.5% | +48.1% | +27.9% |
| 1Y | +21.9% | -15.0% | +36.9% | +23.6% |
| 3Y | +524.9% | +327.5% | +197.4% | +431.3% |
| 5Y | +1,092.2% | +244.3% | +847.9% | +909.7% |
| 10Y | +3,759.0% | +634.8% | +3,124.3% | +3,189.2% |
| All | +3,759.0% | +567.0% | +3,192.0% | +3,189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling