+44.2%
KGC vs FLR
+31.2%
+13.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | +0.1% | -1.5% |
| 7D | -1.3% | +5.4% | -6.7% | -3.0% |
| 30D | +20.3% | +11.4% | +8.9% | +15.4% |
| 3M | +8.1% | +11.4% | -3.3% | +3.3% |
| 6M | -8.8% | +16.6% | -25.4% | -15.4% |
| YTD | +10.1% | +41.7% | -31.7% | -6.8% |
| 1Y | +44.2% | +35.4% | +8.8% | +24.6% |
| All | +44.2% | +31.2% | +13.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling