-52.0%
FLUT vs KGC
+317.1%
-369.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.6% |
| 7D | -1.1% | +10.5% | -11.6% | -1.3% |
| 30D | +7.7% | -4.1% | +11.8% | +7.8% |
| 3M | -12.2% | -13.1% | +0.9% | -11.6% |
| 6M | -17.6% | -27.5% | +10.0% | -16.4% |
| YTD | -62.0% | -20.7% | -41.3% | -62.0% |
| 1Y | -62.3% | -6.1% | -56.2% | -62.7% |
| 3Y | -52.0% | +318.6% | -370.6% | -57.8% |
| All | -52.0% | +317.1% | -369.0% | -57.8% |
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