+288.1%
KGC vs FDS
-22.9%
+311.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.7% | +6.7% | +3.4% |
| 7D | +10.5% | -0.5% | +11.0% | +10.5% |
| 30D | -4.1% | +20.2% | -24.3% | -6.0% |
| 3M | -13.1% | +19.9% | -32.9% | -14.7% |
| 6M | -27.5% | +56.2% | -83.7% | -31.4% |
| YTD | -20.7% | +14.6% | -35.3% | -21.0% |
| 1Y | -6.1% | +31.6% | -37.7% | -9.6% |
| 3Y | +318.6% | -23.8% | +342.4% | +359.4% |
| All | +288.1% | -22.9% | +311.0% | +335.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling