+128.5%
KGC vs FE
+566.1%
-437.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -9.3% | +6.4% | -15.7% | -10.9% |
| 3M | -15.9% | -0.5% | -15.4% | -15.8% |
| 6M | -24.9% | +4.7% | -29.6% | -25.9% |
| YTD | -23.0% | +8.4% | -31.4% | -24.8% |
| 1Y | -9.9% | +7.2% | -17.2% | -11.7% |
| 3Y | +301.2% | +44.9% | +256.4% | +262.0% |
| 5Y | +278.5% | +46.3% | +232.3% | +240.4% |
| 10Y | +484.3% | +110.3% | +374.0% | +358.4% |
| All | +128.5% | +566.1% | -437.6% | +79.2% |
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