+303.1%
FLEX vs KGC
+329.2%
-26.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +2.2% | +0.2% | +2.0% | +2.2% |
| 30D | -32.6% | -8.8% | -23.8% | -30.9% |
| 3M | -35.5% | -21.1% | -14.4% | -31.6% |
| 6M | -45.6% | -32.3% | -13.2% | -40.1% |
| YTD | +30.7% | -23.5% | +54.2% | +38.7% |
| 1Y | +28.4% | -15.0% | +43.3% | +32.9% |
| All | +303.1% | +329.2% | -26.1% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling