+526.0%
KGC vs FLNC
-62.9%
+588.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -5.6% | -4.1% | -1.6% | -5.4% |
| 30D | +6.1% | -24.8% | +30.9% | +8.6% |
| 3M | +17.3% | -59.1% | +76.4% | +25.7% |
| 6M | -10.3% | -42.0% | +31.7% | -8.3% |
| YTD | +3.9% | -49.8% | +53.7% | +6.5% |
| 1Y | +25.7% | +43.1% | -17.4% | +19.2% |
| 3Y | +526.0% | -61.0% | +586.9% | +527.7% |
| All | +526.0% | -62.9% | +588.8% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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