+689.3%
KGC vs FTI
+313.1%
+376.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | +10.5% | +5.0% | +5.4% | +9.7% |
| 3M | +19.8% | +13.8% | +5.9% | +17.5% |
| 6M | -6.7% | +22.9% | -29.6% | -9.5% |
| YTD | +7.8% | +75.0% | -67.2% | 0.0% |
| 1Y | +35.7% | +96.9% | -61.2% | +23.9% |
| 3Y | +553.7% | +276.7% | +277.0% | +445.4% |
| 5Y | +461.7% | +1,157.0% | -695.3% | +304.9% |
| All | +689.3% | +313.1% | +376.2% | +425.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling