+335.9%
KGC vs FIVE
+868.1%
-532.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.1% | -7.4% | -2.8% |
| 7D | -1.3% | +4.3% | -5.5% | -1.7% |
| 30D | +20.3% | +12.5% | +7.8% | +18.9% |
| 3M | +8.1% | +31.2% | -23.2% | +5.2% |
| 6M | -8.8% | +14.4% | -23.1% | -10.2% |
| YTD | +10.1% | +33.9% | -23.8% | +6.7% |
| 1Y | +44.2% | +65.1% | -20.8% | +37.0% |
| 3Y | +533.0% | +49.0% | +484.1% | +492.9% |
| 5Y | +443.0% | +30.3% | +412.7% | +406.7% |
| 10Y | +678.6% | +481.1% | +197.4% | +546.6% |
| All | +335.9% | +868.1% | -532.3% | +235.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling