+3,076.9%
FTAI vs KGC
+698.0%
+2,378.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.2% |
| 7D | -5.2% | -5.6% | +0.4% | -4.3% |
| 30D | -17.9% | +6.1% | -24.1% | -18.8% |
| 3M | -22.7% | +17.3% | -40.1% | -24.9% |
| 6M | -28.0% | -10.3% | -17.7% | -27.0% |
| YTD | -5.0% | +3.9% | -8.8% | -5.6% |
| 1Y | +10.4% | +25.7% | -15.3% | +7.0% |
| 3Y | +425.2% | +526.0% | -100.7% | +332.6% |
| 5Y | +890.3% | +455.5% | +434.9% | +708.9% |
| All | +3,076.9% | +698.0% | +2,378.9% | +2,487.2% |
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