+7,917.6%
FLEX vs KGC
+166.6%
+7,751.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.7% |
| 7D | -0.9% | -1.3% | +0.4% | -0.8% |
| 30D | -10.1% | +20.3% | -30.4% | -11.5% |
| 3M | -31.3% | +8.1% | -39.4% | -31.9% |
| 6M | +71.3% | -8.8% | +80.0% | +72.1% |
| YTD | +81.2% | +10.1% | +71.2% | +79.5% |
| 1Y | +98.5% | +44.2% | +54.3% | +92.9% |
| 3Y | +428.2% | +533.0% | -104.8% | +363.8% |
| 5Y | +657.3% | +443.0% | +214.3% | +564.8% |
| 10Y | +995.9% | +678.6% | +317.4% | +820.0% |
| All | +7,917.6% | +166.6% | +7,751.1% | +6,857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling