-4.3%
KGC vs FTI
+57.1%
-61.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.4% | +10.8% | +8.2% |
| 7D | -6.8% | -9.7% | +2.9% | -4.5% |
| 30D | -9.2% | -8.2% | -1.0% | -7.3% |
| 3M | -9.1% | -7.8% | -1.3% | -7.3% |
| 6M | -25.7% | -13.4% | -12.2% | -23.1% |
| YTD | -23.6% | +45.1% | -68.7% | -37.4% |
| 1Y | -4.3% | +54.6% | -58.9% | -26.1% |
| All | -4.3% | +57.1% | -61.4% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling