+315.8%
KGC vs FCUV
-98.9%
+414.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +136.0% | -135.8% | +0.5% |
| 7D | -6.7% | +148.8% | -155.4% | -6.4% |
| 30D | -6.7% | +95.0% | -101.7% | -6.4% |
| 3M | -22.6% | +27.8% | -50.4% | -22.3% |
| 6M | -33.4% | +121.0% | -154.4% | -32.3% |
| YTD | -26.0% | -78.1% | +52.2% | -23.5% |
| 1Y | -18.3% | -94.3% | +76.0% | -14.6% |
| 3Y | +315.8% | -98.9% | +414.7% | +327.2% |
| All | +315.8% | -98.9% | +414.7% | +327.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling