+314.8%
KGC vs FIVE
+40.2%
+274.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -4.1% | +2.4% | -6.5% | -4.3% |
| 30D | -11.6% | +15.8% | -27.5% | -12.9% |
| 3M | -24.5% | +3.8% | -28.3% | -24.9% |
| 6M | -34.6% | +18.5% | -53.1% | -35.7% |
| YTD | -26.2% | +31.2% | -57.4% | -27.8% |
| 1Y | -20.1% | +61.8% | -81.9% | -23.1% |
| All | +314.8% | +40.2% | +274.6% | +315.2% |
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