-43.9%
FLUT vs KGC
+556.1%
-600.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +3.8% | +2.4% | +1.4% | +3.8% |
| 30D | +6.3% | +9.2% | -2.9% | +6.1% |
| 3M | -4.0% | +16.7% | -20.8% | -4.1% |
| 6M | -10.3% | -7.0% | -3.3% | -9.6% |
| YTD | -53.2% | +7.5% | -60.7% | -53.6% |
| 1Y | -65.0% | +34.4% | -99.4% | -66.2% |
| 3Y | -43.9% | +552.0% | -595.9% | -56.8% |
| All | -43.9% | +556.1% | -600.0% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling