-18.1%
KGC vs FRMI
-89.6%
+71.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.7% | -26.5% | -3.1% |
| 7D | -6.7% | +66.2% | -72.9% | -13.3% |
| 30D | -6.7% | -17.4% | +10.8% | -5.1% |
| 3M | -22.6% | -60.5% | +37.9% | -13.5% |
| 6M | -33.4% | -56.5% | +23.1% | -28.1% |
| YTD | -26.0% | -67.4% | +41.4% | -18.5% |
| 1Y | -18.3% | -85.1% | +66.8% | -2.3% |
| All | -18.1% | -89.6% | +71.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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