+585.5%
KGC vs FE
+123.7%
+461.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.1% | -0.3% | -3.8% | -4.0% |
| 30D | -11.6% | +3.9% | -15.5% | -12.6% |
| 3M | -24.5% | -0.1% | -24.4% | -24.5% |
| 6M | -34.6% | +6.1% | -40.6% | -35.7% |
| YTD | -26.2% | +8.1% | -34.2% | -27.9% |
| 1Y | -20.1% | +4.4% | -24.5% | -21.2% |
| 3Y | +312.4% | +49.0% | +263.4% | +267.7% |
| 5Y | +224.9% | +46.1% | +178.8% | +191.9% |
| All | +585.5% | +123.7% | +461.8% | +446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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