+552.0%
KGC vs FLR
+60.4%
+491.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.2% | -2.5% |
| 7D | +2.4% | +0.7% | +1.8% | +2.3% |
| 30D | +9.2% | -0.7% | +9.9% | +9.2% |
| 3M | +16.7% | +14.3% | +2.4% | +12.6% |
| 6M | -7.0% | +25.6% | -32.6% | -12.6% |
| YTD | +7.5% | +42.9% | -35.4% | -1.9% |
| 1Y | +34.4% | +38.7% | -4.4% | +23.6% |
| 3Y | +552.0% | +61.8% | +490.2% | +442.1% |
| All | +552.0% | +60.4% | +491.6% | +442.1% |
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