+286.2%
KGC vs FE
+42.2%
+244.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.7% |
| 7D | +10.5% | -1.0% | +11.5% | +11.0% |
| 30D | -4.1% | +4.1% | -8.2% | -6.1% |
| 3M | -13.1% | -1.0% | -12.1% | -12.7% |
| 6M | -27.5% | +4.0% | -31.6% | -29.2% |
| YTD | -20.7% | +6.8% | -27.5% | -23.6% |
| 1Y | -6.1% | +5.3% | -11.4% | -8.8% |
| 3Y | +318.6% | +44.6% | +274.0% | +236.9% |
| All | +286.2% | +42.2% | +244.0% | +216.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling