+903.9%
KGC vs FND
+66.0%
+837.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.5% |
| 7D | -1.3% | -5.2% | +3.9% | -0.7% |
| 30D | +20.3% | -19.9% | +40.2% | +23.3% |
| 3M | +8.1% | +2.7% | +5.4% | +7.4% |
| 6M | -8.8% | -21.7% | +12.9% | -6.8% |
| YTD | +10.1% | -17.5% | +27.6% | +11.8% |
| 1Y | +44.2% | -39.3% | +83.5% | +50.6% |
| 3Y | +533.0% | -49.8% | +582.8% | +563.1% |
| 5Y | +443.0% | -60.1% | +503.1% | +464.1% |
| All | +903.9% | +66.0% | +837.9% | +791.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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