-15.0%
KGC vs FE
+6.0%
-21.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.7% |
| 7D | +8.0% | -0.5% | +8.6% | +8.2% |
| 30D | -9.3% | +4.3% | -13.6% | -10.8% |
| 3M | -21.3% | +0.4% | -21.7% | -21.8% |
| 6M | -31.5% | +6.9% | -38.4% | -33.5% |
| YTD | -23.2% | +8.0% | -31.3% | -22.0% |
| 1Y | -15.0% | +4.8% | -19.9% | -11.5% |
| All | -15.0% | +6.0% | -21.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling