+585.5%
KGC vs FN
+763.2%
-177.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -3.1% |
| 7D | -4.1% | +20.8% | -24.8% | -6.2% |
| 30D | -11.6% | -17.3% | +5.6% | -10.1% |
| 3M | -24.5% | -38.1% | +13.6% | -21.0% |
| 6M | -34.6% | -44.2% | +9.7% | -31.2% |
| YTD | -26.2% | -22.3% | -3.9% | -26.0% |
| 1Y | -20.1% | -20.9% | +0.8% | -20.2% |
| 3Y | +312.4% | +111.1% | +201.3% | +263.8% |
| 5Y | +224.9% | +191.8% | +33.1% | +174.1% |
| All | +585.5% | +763.2% | -177.7% | +472.5% |
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