+393.9%
KGC vs FFIV
+5,965.2%
-5,571.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.0% |
| 7D | +10.5% | -8.1% | +18.6% | +11.0% |
| 30D | -4.1% | -33.4% | +29.3% | -2.0% |
| 3M | -13.1% | -24.7% | +11.7% | -11.9% |
| 6M | -27.5% | -8.8% | -18.7% | -27.3% |
| YTD | -20.7% | +21.8% | -42.5% | -21.8% |
| 1Y | -6.1% | +25.3% | -31.4% | -7.5% |
| 3Y | +318.6% | +101.2% | +217.5% | +300.7% |
| 5Y | +289.9% | +40.2% | +249.7% | +279.0% |
| 10Y | +501.8% | +129.0% | +372.8% | +467.9% |
| All | +393.9% | +5,965.2% | -5,571.3% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling