-6.1%
KGC vs FN
-33.3%
+27.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.7% | -8.6% | +1.3% |
| 7D | +10.5% | 0.0% | +10.5% | +9.7% |
| 30D | -4.1% | -34.3% | +30.3% | +1.7% |
| 3M | -13.1% | -39.9% | +26.8% | -7.2% |
| 6M | -27.5% | -51.8% | +24.3% | -20.0% |
| YTD | -20.7% | -28.1% | +7.4% | -20.7% |
| 1Y | -6.1% | -29.1% | +23.0% | -6.6% |
| All | -6.1% | -33.3% | +27.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling