+1,027.6%
FIX vs KGC
+226.6%
+800.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +9.4% | -6.7% | +16.1% | +11.2% |
| 30D | -27.8% | -6.7% | -21.1% | -26.9% |
| 3M | -35.6% | -22.6% | -13.0% | -32.3% |
| 6M | -45.2% | -33.4% | -11.8% | -40.7% |
| YTD | +19.5% | -26.0% | +45.5% | +25.2% |
| 1Y | +24.2% | -18.3% | +42.5% | +27.4% |
| 3Y | +494.2% | +315.8% | +178.4% | +330.5% |
| All | +1,027.6% | +226.6% | +800.9% | +752.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling