+448.7%
FIX vs KGC
+317.1%
+131.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.6% |
| 7D | -17.5% | +10.5% | -27.9% | -20.0% |
| 30D | -41.6% | -4.1% | -37.5% | -41.0% |
| 3M | -40.6% | -13.1% | -27.5% | -39.1% |
| 6M | -49.4% | -27.5% | -21.8% | -45.6% |
| YTD | +9.2% | -20.7% | +29.9% | +12.8% |
| 1Y | +6.5% | -6.1% | +12.5% | +5.2% |
| 3Y | +448.7% | +318.6% | +130.1% | +254.0% |
| All | +448.7% | +317.1% | +131.6% | +254.0% |
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