+527.8%
KGC vs FN
+753.0%
-225.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.7% | -8.6% | +1.7% |
| 7D | +10.5% | 0.0% | +10.5% | +9.9% |
| 30D | -4.1% | -34.3% | +30.3% | +0.2% |
| 3M | -13.1% | -39.9% | +26.8% | -8.8% |
| 6M | -27.5% | -51.8% | +24.3% | -22.6% |
| YTD | -20.7% | -28.1% | +7.4% | -19.8% |
| 1Y | -6.1% | -29.1% | +23.0% | -5.0% |
| 3Y | +318.6% | +102.4% | +216.2% | +272.6% |
| 5Y | +289.9% | +171.7% | +118.3% | +233.4% |
| All | +527.8% | +753.0% | -225.2% | +440.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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