+663.2%
FLEX vs KGC
+450.1%
+213.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.6% |
| 30D | -10.1% | +20.3% | -30.4% | -14.7% |
| 3M | -31.3% | +8.1% | -39.4% | -33.3% |
| 6M | +71.3% | -8.8% | +80.0% | +72.9% |
| YTD | +81.2% | +10.1% | +71.2% | +74.8% |
| 1Y | +98.5% | +44.2% | +54.3% | +80.3% |
| 3Y | +428.2% | +533.0% | -104.8% | +245.3% |
| All | +663.2% | +450.1% | +213.1% | +398.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling