+403.2%
KGC vs FLNC
-71.1%
+474.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.9% |
| 7D | -8.4% | -5.0% | -3.4% | -8.1% |
| 30D | +6.3% | -26.1% | +32.4% | +9.2% |
| 3M | +22.4% | -55.2% | +77.6% | +30.9% |
| 6M | -11.4% | -42.6% | +31.2% | -9.5% |
| YTD | +3.1% | -51.0% | +54.2% | +5.8% |
| 1Y | +26.6% | +43.3% | -16.7% | +16.6% |
| 3Y | +525.6% | -63.4% | +589.0% | +514.6% |
| All | +403.2% | -71.1% | +474.3% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling