+37.6%
KGC vs FIVE
+64.1%
-26.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -3.3% |
| 7D | -1.3% | +4.3% | -5.5% | -2.2% |
| 30D | +20.3% | +12.5% | +7.8% | +17.2% |
| 3M | +8.1% | +31.2% | -23.2% | +2.2% |
| 6M | -8.8% | +14.4% | -23.1% | -10.7% |
| YTD | +10.1% | +33.9% | -23.8% | +4.5% |
| All | +37.6% | +64.1% | -26.6% | +23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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