+312.9%
KGC vs FGI
-70.0%
+382.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.8% |
| 7D | +8.0% | -4.1% | +12.1% | +8.1% |
| 30D | -9.3% | -3.4% | -6.0% | -9.3% |
| 3M | -21.3% | +61.8% | -83.1% | -22.9% |
| 6M | -31.5% | +17.0% | -48.5% | -32.5% |
| YTD | -23.2% | +31.4% | -54.6% | -25.9% |
| 1Y | -15.0% | +42.7% | -57.7% | -18.4% |
| 3Y | +328.7% | -0.1% | +328.8% | +298.9% |
| All | +312.9% | -70.0% | +382.9% | +291.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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