-15.0%
KGC vs FFIV
+32.9%
-47.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.1% | -0.4% |
| 7D | +0.2% | -2.9% | +3.2% | +0.7% |
| 30D | -8.8% | -32.4% | +23.6% | -3.4% |
| 3M | -21.1% | -22.7% | +1.6% | -18.0% |
| 6M | -32.3% | -10.7% | -21.6% | -32.2% |
| YTD | -23.5% | +25.4% | -48.8% | -30.9% |
| 1Y | -15.0% | +34.2% | -49.1% | -23.7% |
| All | -15.0% | +32.9% | -47.9% | -23.7% |
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