+35.8%
KGC vs FN
+2,575.5%
-2,539.7%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -14.2% | +15.0% | +2.2% |
| 7D | 0.0% | -16.0% | +15.9% | +1.3% |
| 30D | -9.3% | -40.1% | +30.8% | -5.1% |
| 3M | -15.9% | -43.9% | +28.0% | -11.8% |
| 6M | -24.9% | -55.6% | +30.8% | -19.9% |
| YTD | -23.0% | -35.7% | +12.6% | -21.4% |
| 1Y | -9.9% | -39.8% | +29.9% | -7.6% |
| 3Y | +301.2% | +80.3% | +221.0% | +267.4% |
| 5Y | +278.5% | +143.3% | +135.3% | +235.0% |
| 10Y | +484.3% | +682.3% | -198.0% | +374.8% |
| All | +35.8% | +2,575.5% | -2,539.7% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling