-51.0%
FLUT vs KGC
+286.2%
-337.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.9% |
| 7D | -1.1% | +10.5% | -11.6% | -2.2% |
| 30D | +7.7% | -4.1% | +11.8% | +8.0% |
| 3M | -12.2% | -13.1% | +0.9% | -10.9% |
| 6M | -17.6% | -27.5% | +10.0% | -15.0% |
| YTD | -62.0% | -20.7% | -41.3% | -61.9% |
| 1Y | -62.3% | -6.1% | -56.2% | -63.2% |
| 3Y | -52.0% | +318.6% | -370.6% | -66.2% |
| All | -51.0% | +286.2% | -337.2% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling