+502.3%
KGC vs FRSH
-72.0%
+574.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | -2.0% |
| 7D | +2.4% | -10.1% | +12.6% | +3.1% |
| 30D | +9.2% | +2.2% | +7.0% | +9.0% |
| 3M | +16.7% | +28.6% | -11.8% | +14.5% |
| 6M | -7.0% | +40.2% | -47.2% | -9.6% |
| YTD | +7.5% | -1.2% | +8.7% | +7.2% |
| 1Y | +34.4% | -7.9% | +42.3% | +34.7% |
| 3Y | +552.0% | -44.7% | +596.7% | +572.1% |
| All | +502.3% | -72.0% | +574.4% | +488.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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