+538.5%
KGC vs FFIV
+132.4%
+406.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.4% |
| 7D | +11.1% | -2.1% | +13.2% | +11.5% |
| 30D | -3.7% | -33.8% | +30.0% | +2.5% |
| 3M | -17.2% | -20.6% | +3.4% | -14.6% |
| 6M | -27.3% | -10.2% | -17.0% | -26.7% |
| YTD | -18.5% | +24.5% | -43.0% | -22.6% |
| 1Y | -5.7% | +29.3% | -35.0% | -11.0% |
| 3Y | +336.5% | +103.8% | +232.7% | +277.0% |
| 5Y | +298.7% | +40.9% | +257.8% | +251.4% |
| 10Y | +538.5% | +126.6% | +412.0% | +470.0% |
| All | +538.5% | +132.4% | +406.1% | +470.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling