+338.2%
KGC vs FGI
-70.0%
+408.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.7% |
| 7D | +11.1% | -1.4% | +12.5% | +11.1% |
| 30D | -3.7% | -3.2% | -0.5% | -3.7% |
| 3M | -17.2% | +64.1% | -81.3% | -18.9% |
| 6M | -27.3% | +17.2% | -44.5% | -28.4% |
| YTD | -18.5% | +31.6% | -50.1% | -21.4% |
| 1Y | -5.7% | +45.1% | -50.8% | -9.5% |
| 3Y | +336.5% | -2.0% | +338.4% | +306.7% |
| All | +338.2% | -70.0% | +408.2% | +315.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling