+127.9%
KGC vs FE
+563.9%
-436.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.4% |
| 3M | -21.3% | +0.4% | -21.7% | -21.4% |
| 6M | -31.5% | +6.9% | -38.4% | -32.8% |
| YTD | -23.2% | +8.0% | -31.3% | -24.9% |
| 1Y | -15.0% | +4.8% | -19.9% | -16.2% |
| 3Y | +328.7% | +49.0% | +279.8% | +284.1% |
| 5Y | +262.9% | +46.2% | +216.7% | +226.4% |
| 10Y | +568.9% | +120.9% | +448.0% | +418.1% |
| All | +127.9% | +563.9% | -436.0% | +78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling