+328.7%
KGC vs FE
+47.6%
+281.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.6% |
| 7D | +8.0% | -0.5% | +8.6% | +8.3% |
| 30D | -9.3% | +4.3% | -13.6% | -11.0% |
| 3M | -21.3% | +0.4% | -21.7% | -21.6% |
| 6M | -31.5% | +6.9% | -38.4% | -33.7% |
| YTD | -23.2% | +8.0% | -31.3% | -25.8% |
| 1Y | -15.0% | +4.8% | -19.9% | -16.8% |
| 3Y | +328.7% | +49.0% | +279.8% | +235.9% |
| All | +328.7% | +47.6% | +281.1% | +235.9% |
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