+1,187.7%
KGC vs FLR
+520.6%
+667.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.4% | -3.2% |
| 7D | -4.1% | +10.1% | -14.2% | -5.6% |
| 30D | -11.6% | -0.5% | -11.2% | -11.7% |
| 3M | -24.5% | -4.8% | -19.7% | -24.0% |
| 6M | -34.6% | +10.7% | -45.3% | -35.8% |
| YTD | -26.2% | +25.0% | -51.1% | -29.4% |
| 1Y | -20.1% | +8.3% | -28.4% | -21.9% |
| 3Y | +312.4% | +36.8% | +275.6% | +278.8% |
| 5Y | +224.9% | +121.8% | +103.2% | +174.0% |
| 10Y | +608.7% | +9.2% | +599.6% | +504.0% |
| All | +1,187.7% | +520.6% | +667.1% | +1,323.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling