+214.0%
KGC vs FIVE
+822.5%
-608.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | +10.5% | -0.3% | +10.8% | +10.5% |
| 30D | -4.1% | +17.7% | -21.7% | -5.6% |
| 3M | -13.1% | +4.0% | -17.0% | -13.5% |
| 6M | -27.5% | +2.6% | -30.2% | -28.0% |
| YTD | -20.7% | +27.6% | -48.3% | -22.8% |
| 1Y | -6.1% | +59.9% | -66.0% | -10.5% |
| 3Y | +318.6% | +35.8% | +282.8% | +295.5% |
| 5Y | +289.9% | +14.4% | +275.5% | +267.8% |
| 10Y | +501.8% | +576.1% | -74.3% | +398.4% |
| All | +214.0% | +822.5% | -608.4% | +142.6% |
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