+324.8%
KGC vs FDS
-24.1%
+348.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.0% |
| 7D | +10.5% | -0.5% | +11.0% | +10.5% |
| 30D | -4.1% | +20.2% | -24.3% | -4.0% |
| 3M | -13.1% | +19.9% | -32.9% | -12.8% |
| 6M | -27.5% | +56.2% | -83.7% | -26.8% |
| YTD | -20.7% | +14.6% | -35.3% | -18.8% |
| 1Y | -6.1% | +31.6% | -37.7% | -5.0% |
| All | +324.8% | -24.1% | +348.9% | +362.5% |
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 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