+104.7%
FLEX vs KGC
+34.5%
+70.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.3% | +6.7% | +5.2% |
| 7D | +7.0% | +2.4% | +4.5% | +5.9% |
| 30D | -5.8% | +9.2% | -15.0% | -9.6% |
| 3M | -24.2% | +16.7% | -41.0% | -30.0% |
| 6M | +90.8% | -7.0% | +97.8% | +91.5% |
| YTD | +89.2% | +7.5% | +81.7% | +79.1% |
| 1Y | +104.7% | +34.4% | +70.4% | +74.7% |
| All | +104.7% | +34.5% | +70.2% | +74.7% |
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