+318.6%
KGC vs FFIV
+102.2%
+216.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +10.5% | -8.1% | +18.6% | +12.1% |
| 30D | -4.1% | -33.4% | +29.3% | +2.8% |
| 3M | -13.1% | -24.7% | +11.7% | -9.1% |
| 6M | -27.5% | -8.8% | -18.7% | -27.4% |
| YTD | -20.7% | +21.8% | -42.5% | -25.9% |
| 1Y | -6.1% | +25.3% | -31.4% | -12.8% |
| 3Y | +318.6% | +101.2% | +217.5% | +238.9% |
| All | +318.6% | +102.2% | +216.4% | +238.9% |
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