+655.3%
KGC vs FTI
+301.2%
+354.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.9% |
| 7D | -8.4% | -5.6% | -2.8% | -7.7% |
| 30D | +6.3% | +0.4% | +5.9% | +6.3% |
| 3M | +22.4% | +8.1% | +14.3% | +21.0% |
| 6M | -11.4% | +16.7% | -28.1% | -13.5% |
| YTD | +3.1% | +70.0% | -66.8% | -4.0% |
| 1Y | +26.6% | +85.4% | -58.8% | +16.6% |
| 3Y | +525.6% | +265.9% | +259.7% | +424.0% |
| 5Y | +451.7% | +1,072.7% | -621.1% | +300.5% |
| All | +655.3% | +301.2% | +354.1% | +405.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling