+226.7%
KGC vs FE
+561.4%
-334.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | +20.3% | -1.2% | +21.4% | +20.6% |
| 3M | +8.1% | +3.5% | +4.6% | +7.0% |
| 6M | -8.8% | -6.1% | -2.7% | -7.3% |
| YTD | +10.1% | +7.6% | +2.4% | +7.8% |
| 1Y | +44.2% | +11.9% | +32.3% | +39.7% |
| 3Y | +533.0% | +48.4% | +484.6% | +467.9% |
| 5Y | +443.0% | +44.8% | +398.2% | +389.6% |
| 10Y | +678.6% | +115.9% | +562.7% | +507.7% |
| All | +226.7% | +561.4% | -334.7% | +156.7% |
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