+655.3%
KGC vs FDS
+66.9%
+588.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.8% | +1.5% | -3.4% |
| 7D | -8.4% | -16.0% | +7.6% | -5.9% |
| 30D | +6.3% | -6.7% | +13.1% | +7.5% |
| 3M | +22.4% | +6.0% | +16.5% | +20.8% |
| 6M | -11.4% | +25.1% | -36.5% | -15.8% |
| YTD | +3.1% | -8.1% | +11.3% | +3.9% |
| 1Y | +26.6% | -26.0% | +52.6% | +33.4% |
| 3Y | +525.6% | -36.4% | +562.0% | +576.1% |
| 5Y | +451.7% | -27.7% | +479.4% | +474.6% |
| All | +655.3% | +66.9% | +588.5% | +694.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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