+463.0%
KGC vs FN
+289.0%
+174.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.1% | -5.4% | -2.8% |
| 7D | -1.3% | -1.7% | +0.4% | -1.0% |
| 30D | +20.3% | -22.0% | +42.3% | +24.2% |
| 3M | +8.1% | -43.0% | +51.1% | +16.5% |
| 6M | -8.8% | -27.7% | +19.0% | -6.2% |
| YTD | +10.1% | -10.5% | +20.6% | +8.6% |
| 1Y | +44.2% | +12.5% | +31.7% | +37.0% |
| 3Y | +533.0% | +153.8% | +379.2% | +409.1% |
| All | +463.0% | +289.0% | +174.0% | +304.4% |
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