+98.5%
FLEX vs KGC
+43.6%
+54.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -10.1% | +20.3% | -30.4% | -17.2% |
| 3M | -31.3% | +8.1% | -39.4% | -34.1% |
| 6M | +71.3% | -8.8% | +80.0% | +72.3% |
| YTD | +81.2% | +10.1% | +71.2% | +70.2% |
| 1Y | +98.5% | +44.2% | +54.3% | +66.3% |
| All | +98.5% | +43.6% | +54.9% | +66.3% |
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