-26.8%
FLUT vs KGC
+637.7%
-664.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -0.7% | -6.7% | +6.0% | -0.1% |
| 30D | +9.3% | -6.7% | +15.9% | +9.7% |
| 3M | -17.5% | -22.6% | +5.1% | -15.7% |
| 6M | -14.6% | -33.4% | +18.8% | -11.8% |
| YTD | -62.3% | -26.0% | -36.3% | -61.8% |
| 1Y | -59.6% | -18.3% | -41.3% | -59.7% |
| 3Y | -45.3% | +315.8% | -361.1% | -55.7% |
| 5Y | -50.4% | +225.7% | -276.1% | -59.9% |
| All | -26.8% | +637.7% | -664.5% | -42.8% |
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 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