+2,054.3%
FLUT vs KGC
+499.8%
+1,554.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -2.1% |
| 7D | -1.6% | -1.3% | -0.4% | -1.6% |
| 30D | +7.7% | +20.3% | -12.5% | +7.2% |
| 3M | -0.7% | +8.1% | -8.8% | -1.0% |
| 6M | -11.2% | -8.8% | -2.4% | -11.1% |
| YTD | -53.4% | +10.1% | -63.5% | -53.7% |
| 1Y | -65.8% | +44.2% | -110.0% | -66.3% |
| 3Y | -44.9% | +533.0% | -578.0% | -48.4% |
| 5Y | -49.7% | +443.0% | -492.7% | -53.0% |
| 10Y | -9.7% | +678.6% | -688.3% | -15.6% |
| All | +2,054.3% | +499.8% | +1,554.4% | +1,918.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling