+318.6%
KGC vs FE
+42.7%
+275.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.6% |
| 7D | +10.5% | -1.0% | +11.5% | +11.0% |
| 30D | -4.1% | +4.1% | -8.2% | -5.8% |
| 3M | -13.1% | -1.0% | -12.1% | -12.8% |
| 6M | -27.5% | +4.0% | -31.6% | -29.1% |
| YTD | -20.7% | +6.8% | -27.5% | -23.0% |
| 1Y | -6.1% | +5.3% | -11.4% | -8.2% |
| 3Y | +318.6% | +44.6% | +274.0% | +233.6% |
| All | +318.6% | +42.7% | +275.9% | +233.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling