-11.2%
FLUT vs KGC
-10.3%
-0.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.3% |
| 7D | -1.6% | -1.3% | -0.4% | -1.8% |
| 30D | +7.7% | +20.3% | -12.5% | +9.8% |
| 3M | -0.7% | +8.1% | -8.8% | +2.8% |
| 6M | -11.2% | -8.8% | -2.4% | -7.4% |
| All | -11.2% | -10.3% | -0.9% | -7.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling