+570.3%
KGC vs FFIV
+140.3%
+430.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.1% |
| 30D | +20.3% | -5.1% | +25.3% | +21.3% |
| 3M | +8.1% | -4.5% | +12.5% | +8.8% |
| 6M | -8.8% | +36.5% | -45.2% | -15.2% |
| YTD | +10.1% | +53.0% | -42.9% | -0.2% |
| 1Y | +44.2% | +24.2% | +20.0% | +35.2% |
| All | +570.3% | +140.3% | +430.1% | +454.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling