+315.8%
KGC vs FIVE
+40.0%
+275.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -6.7% | +2.7% | -9.3% | -6.9% |
| 30D | -6.7% | +12.7% | -19.3% | -7.7% |
| 3M | -22.6% | +2.1% | -24.6% | -22.8% |
| 6M | -33.4% | +17.5% | -50.9% | -34.5% |
| YTD | -26.0% | +31.0% | -56.9% | -27.7% |
| 1Y | -18.3% | +67.7% | -86.0% | -21.5% |
| 3Y | +315.8% | +43.4% | +272.4% | +316.3% |
| All | +315.8% | +40.0% | +275.8% | +316.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling