-10.4%
FLUT vs KGC
+678.3%
-688.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +5.4% | +10.5% | -5.1% | +4.4% |
| 3M | -10.8% | +19.8% | -30.6% | -12.4% |
| 6M | -9.2% | -6.7% | -2.5% | -9.1% |
| YTD | -53.8% | +7.8% | -61.6% | -54.8% |
| 1Y | -66.0% | +35.7% | -101.6% | -67.6% |
| 3Y | -44.7% | +553.7% | -598.4% | -56.6% |
| 5Y | -50.6% | +461.7% | -512.3% | -61.5% |
| 10Y | -10.4% | +710.2% | -720.6% | -31.1% |
| All | -10.4% | +678.3% | -688.7% | -31.1% |
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