+1,658.1%
FLUT vs KGC
+332.1%
+1,326.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.6% |
| 7D | -1.1% | +10.5% | -11.6% | -1.4% |
| 30D | +7.7% | -4.1% | +11.8% | +7.8% |
| 3M | -12.2% | -13.1% | +0.9% | -11.8% |
| 6M | -17.6% | -27.5% | +10.0% | -16.9% |
| YTD | -62.0% | -20.7% | -41.3% | -61.9% |
| 1Y | -62.3% | -6.1% | -56.2% | -62.4% |
| 3Y | -52.0% | +318.6% | -370.6% | -54.5% |
| 5Y | -51.8% | +289.9% | -341.7% | -54.5% |
| 10Y | -26.3% | +501.8% | -528.2% | -30.5% |
| All | +1,658.1% | +332.1% | +1,326.0% | +1,561.4% |
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 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