-8.5%
FPS vs KGC
-10.3%
+1.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.7% | +3.4% |
| 7D | +3.1% | -1.3% | +4.4% | +3.6% |
| 30D | -18.6% | +20.3% | -38.8% | -26.0% |
| 3M | -51.5% | +8.1% | -59.5% | -53.1% |
| 6M | -8.5% | -8.8% | +0.2% | -5.7% |
| All | -8.5% | -10.3% | +1.8% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling