+538.5%
KGC vs FN
+837.6%
-299.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +11.9% | -9.1% | +1.4% |
| 7D | +11.1% | +16.3% | -5.1% | +8.6% |
| 30D | -3.7% | -24.7% | +21.0% | -1.1% |
| 3M | -17.2% | -34.9% | +17.7% | -13.9% |
| 6M | -27.3% | -41.1% | +13.8% | -24.1% |
| YTD | -18.5% | -19.6% | +1.1% | -18.7% |
| 1Y | -5.7% | -18.5% | +12.8% | -6.1% |
| 3Y | +336.5% | +119.1% | +217.3% | +284.2% |
| 5Y | +298.7% | +206.9% | +91.8% | +235.8% |
| 10Y | +538.5% | +826.4% | -287.9% | +438.1% |
| All | +538.5% | +837.6% | -299.0% | +438.1% |
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