-4.3%
KGC vs FFIV
+33.5%
-37.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.5% |
| 7D | -6.8% | -9.8% | +3.0% | -5.1% |
| 30D | -9.2% | -28.1% | +18.9% | -4.7% |
| 3M | -9.1% | -20.0% | +10.9% | -6.1% |
| 6M | -25.7% | -0.1% | -25.6% | -27.2% |
| YTD | -23.6% | +29.2% | -52.8% | -31.0% |
| 1Y | -4.3% | +36.6% | -40.9% | -13.7% |
| All | -4.3% | +33.5% | -37.8% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling