+15.0%
FOXA vs KGC
+28.8%
-13.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.0% |
| 7D | -3.7% | -8.4% | +4.7% | -3.9% |
| 30D | +5.4% | +6.3% | -1.0% | +5.6% |
| 3M | -3.7% | +22.4% | -26.2% | -3.4% |
| 6M | +12.6% | -11.4% | +24.0% | +13.8% |
| YTD | -10.0% | +3.1% | -13.1% | -9.8% |
| 1Y | +15.0% | +26.6% | -11.6% | +9.6% |
| All | +15.0% | +28.8% | -13.8% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling