+451.7%
KGC vs FCUV
-99.9%
+551.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.3% |
| 7D | -8.4% | -72.0% | +63.5% | -8.4% |
| 30D | +6.3% | -8.0% | +14.3% | +6.5% |
| 3M | +22.4% | +66.3% | -43.8% | +23.2% |
| 6M | -11.4% | -75.3% | +63.9% | -9.0% |
| YTD | +3.1% | -83.0% | +86.1% | +6.2% |
| 1Y | +26.6% | -94.7% | +121.3% | +32.4% |
| 3Y | +525.6% | -99.3% | +624.8% | +559.0% |
| 5Y | +451.7% | -99.9% | +551.5% | +499.9% |
| All | +451.7% | -99.9% | +551.5% | +499.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling