+777.0%
FIX vs KGC
+543.3%
+233.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.6% |
| 7D | +6.0% | -1.3% | +7.3% | +6.3% |
| 30D | -7.2% | +20.3% | -27.5% | -12.6% |
| 3M | -15.9% | +8.1% | -23.9% | -18.5% |
| 6M | +12.7% | -8.8% | +21.5% | +13.7% |
| YTD | +72.8% | +10.1% | +62.7% | +64.1% |
| 1Y | +122.9% | +44.2% | +78.7% | +95.9% |
| All | +777.0% | +543.3% | +233.7% | +402.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling