+314.8%
KGC vs FLR
+37.2%
+277.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.0% |
| 7D | -4.1% | +10.1% | -14.2% | -6.3% |
| 30D | -11.6% | -0.5% | -11.2% | -11.7% |
| 3M | -24.5% | -4.8% | -19.7% | -23.8% |
| 6M | -34.6% | +10.7% | -45.3% | -36.3% |
| YTD | -26.2% | +25.0% | -51.1% | -30.6% |
| 1Y | -20.1% | +8.3% | -28.4% | -22.7% |
| All | +314.8% | +37.2% | +277.6% | +260.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling