-65.0%
FLUT vs KGC
-18.5%
-46.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.6% | -4.2% |
| 7D | -1.2% | -4.1% | +2.9% | -1.3% |
| 30D | +5.0% | -11.6% | +16.7% | +4.7% |
| 3M | -16.4% | -24.5% | +8.1% | -16.9% |
| 6M | -14.6% | -34.6% | +20.0% | -14.3% |
| YTD | -61.9% | -26.2% | -35.7% | -63.6% |
| 1Y | -65.0% | -20.1% | -44.9% | -67.5% |
| All | -65.0% | -18.5% | -46.5% | -67.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling