+658.7%
KGC vs FFIV
+224.0%
+434.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +2.4% | -1.5% | +4.0% | +2.7% |
| 30D | +9.2% | -2.7% | +11.9% | +9.6% |
| 3M | +16.7% | -1.7% | +18.4% | +16.7% |
| 6M | -7.0% | +36.1% | -43.1% | -12.3% |
| YTD | +7.5% | +52.6% | -45.1% | -0.6% |
| 1Y | +34.4% | +21.5% | +12.8% | +28.4% |
| 3Y | +552.0% | +142.7% | +409.3% | +450.7% |
| 5Y | +454.5% | +92.6% | +362.0% | +373.9% |
| 10Y | +658.7% | +225.5% | +433.2% | +537.0% |
| All | +658.7% | +224.0% | +434.7% | +537.0% |
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