+570.3%
KGC vs FDS
-27.1%
+597.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -2.3% |
| 7D | -1.3% | -1.9% | +0.6% | -1.3% |
| 30D | +20.3% | +9.0% | +11.3% | +20.5% |
| 3M | +8.1% | +18.9% | -10.8% | +8.7% |
| 6M | -8.8% | +35.1% | -43.9% | -7.9% |
| YTD | +10.1% | +5.5% | +4.6% | +12.6% |
| 1Y | +44.2% | -16.8% | +61.0% | +53.0% |
| All | +570.3% | -27.1% | +597.4% | +647.4% |
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 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