+278.5%
KGC vs FN
+148.3%
+130.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.0% | +2.9% |
| 7D | 0.0% | -16.0% | +15.9% | +2.1% |
| 30D | -9.3% | -40.1% | +30.8% | -2.6% |
| 3M | -15.9% | -43.9% | +28.0% | -9.4% |
| 6M | -24.9% | -55.6% | +30.8% | -16.9% |
| YTD | -23.0% | -35.7% | +12.6% | -20.8% |
| 1Y | -9.9% | -39.8% | +29.9% | -6.7% |
| 3Y | +301.2% | +80.3% | +221.0% | +234.8% |
| 5Y | +278.5% | +143.3% | +135.3% | +173.4% |
| All | +278.5% | +148.3% | +130.3% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling