+86.9%
FOXA vs KGC
+454.1%
-367.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +1.1% | +10.5% | -9.3% | +0.5% |
| 3M | -6.1% | +19.8% | -25.9% | -7.3% |
| 6M | +8.2% | -6.7% | +14.9% | +8.5% |
| YTD | -11.8% | +7.8% | -19.6% | -12.9% |
| 1Y | +9.9% | +35.7% | -25.8% | +6.1% |
| 3Y | +110.7% | +553.7% | -442.9% | +69.8% |
| 5Y | +86.9% | +461.7% | -374.8% | +55.4% |
| All | +86.9% | +454.1% | -367.2% | +55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling