+25.7%
KGC vs FIGR
-3.1%
+28.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.2% |
| 7D | -5.6% | -3.0% | -2.6% | -5.3% |
| 30D | +6.1% | +13.7% | -7.5% | +4.6% |
| 3M | +17.3% | +23.9% | -6.5% | +14.4% |
| 6M | -10.3% | -8.4% | -1.9% | -10.8% |
| YTD | +3.9% | -14.6% | +18.5% | +2.2% |
| 1Y | +25.7% | +12.1% | +13.6% | +25.4% |
| All | +25.7% | -3.1% | +28.9% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling