+538.5%
KGC vs FDS
+135.1%
+403.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | +11.1% | -5.0% | +16.1% | +12.0% |
| 30D | -3.7% | +13.8% | -17.5% | -5.8% |
| 3M | -17.2% | +14.8% | -32.1% | -19.2% |
| 6M | -27.3% | +47.4% | -74.7% | -32.3% |
| YTD | -18.5% | +14.2% | -32.7% | -20.9% |
| 1Y | -5.7% | +26.6% | -32.4% | -10.7% |
| 3Y | +336.5% | -24.4% | +360.9% | +360.3% |
| 5Y | +298.7% | -22.6% | +321.4% | +314.0% |
| 10Y | +538.5% | +130.0% | +408.6% | +624.4% |
| All | +538.5% | +135.1% | +403.4% | +624.4% |
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