+461.7%
KGC vs FLR
+245.1%
+216.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.4% | +1.0% |
| 7D | -0.1% | -3.1% | +3.0% | +0.7% |
| 30D | +10.5% | +4.9% | +5.5% | +9.0% |
| 3M | +19.8% | +10.8% | +9.0% | +16.0% |
| 6M | -6.7% | +19.7% | -26.3% | -11.9% |
| YTD | +7.8% | +38.4% | -30.6% | -2.1% |
| 1Y | +35.7% | +34.7% | +1.0% | +24.0% |
| 3Y | +553.7% | +56.7% | +497.0% | +435.6% |
| 5Y | +461.7% | +241.6% | +220.1% | +293.6% |
| All | +461.7% | +245.1% | +216.6% | +293.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling