+585.5%
KGC vs FFIV
+124.6%
+460.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -4.1% | +1.9% | -6.0% | -4.4% |
| 30D | -11.6% | -33.3% | +21.7% | -6.0% |
| 3M | -24.5% | -24.9% | +0.4% | -21.4% |
| 6M | -34.6% | -10.5% | -24.0% | -34.0% |
| YTD | -26.2% | +24.4% | -50.6% | -29.9% |
| 1Y | -20.1% | +32.3% | -52.4% | -24.9% |
| 3Y | +312.4% | +99.7% | +212.7% | +257.2% |
| 5Y | +224.9% | +38.4% | +186.5% | +186.5% |
| All | +585.5% | +124.6% | +460.9% | +515.4% |
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