+90.1%
FOXA vs KGC
+854.8%
-764.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.4% |
| 7D | -3.7% | -8.4% | +4.7% | -3.2% |
| 30D | +5.4% | +6.3% | -1.0% | +4.8% |
| 3M | -3.7% | +22.4% | -26.2% | -5.4% |
| 6M | +12.6% | -11.4% | +24.0% | +13.0% |
| YTD | -10.0% | +3.1% | -13.1% | -11.0% |
| 1Y | +15.0% | +26.6% | -11.6% | +11.5% |
| 3Y | +115.1% | +525.6% | -410.5% | +77.9% |
| 5Y | +93.0% | +451.7% | -358.6% | +59.2% |
| All | +90.1% | +854.8% | -764.7% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling