+315.8%
KGC vs FDS
-23.3%
+339.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.7% | +1.5% | -8.1% | -6.6% |
| 30D | -6.7% | +14.8% | -21.5% | -6.7% |
| 3M | -22.6% | +16.3% | -38.9% | -22.5% |
| 6M | -33.4% | +66.2% | -99.7% | -32.8% |
| YTD | -26.0% | +16.2% | -42.2% | -24.2% |
| 1Y | -18.3% | +21.8% | -40.1% | -16.7% |
| 3Y | +315.8% | -23.9% | +339.7% | +353.0% |
| All | +315.8% | -23.3% | +339.1% | +353.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling