+565.2%
FLEX vs KGC
+523.1%
+42.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +4.1% |
| 7D | -19.3% | +10.5% | -29.8% | -20.8% |
| 30D | -41.5% | -4.1% | -37.5% | -41.2% |
| 3M | -43.1% | -13.1% | -30.0% | -42.1% |
| 6M | -48.2% | -27.5% | -20.7% | -45.9% |
| YTD | +15.5% | -20.7% | +36.2% | +18.9% |
| 1Y | +10.2% | -6.1% | +16.3% | +10.9% |
| 3Y | +256.8% | +318.6% | -61.8% | +195.2% |
| 5Y | +408.2% | +289.9% | +118.3% | +312.4% |
| All | +565.2% | +523.1% | +42.1% | +436.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling