+655.3%
KGC vs FLR
+18.3%
+637.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.1% |
| 7D | -8.4% | -6.9% | -1.6% | -8.0% |
| 30D | +6.3% | +1.1% | +5.2% | +6.2% |
| 3M | +22.4% | +14.3% | +8.1% | +21.2% |
| 6M | -11.4% | +19.1% | -30.5% | -12.7% |
| YTD | +3.1% | +35.1% | -32.0% | +0.9% |
| 1Y | +26.6% | +29.5% | -2.9% | +24.2% |
| 3Y | +525.6% | +53.0% | +472.6% | +505.5% |
| 5Y | +451.7% | +238.9% | +212.7% | +431.7% |
| All | +655.3% | +18.3% | +637.0% | +583.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling