+25.0%
FLEX vs KGC
-5.3%
+30.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +7.5% | -19.8% | -15.1% |
| 7D | -17.0% | -6.8% | -10.2% | -14.9% |
| 30D | -33.8% | -9.2% | -24.7% | -31.3% |
| 3M | -39.0% | -9.1% | -29.9% | -38.6% |
| 6M | -15.9% | -25.7% | +9.8% | -6.4% |
| YTD | +27.8% | -23.6% | +51.5% | +35.4% |
| 1Y | +25.0% | -4.3% | +29.3% | +14.0% |
| All | +25.0% | -5.3% | +30.3% | +14.0% |
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 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