+552.0%
KGC vs FTI
+284.3%
+267.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.9% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +9.2% | +12.3% | -3.1% | +6.6% |
| 3M | +16.7% | +13.8% | +3.0% | +13.2% |
| 6M | -7.0% | +24.3% | -31.3% | -11.9% |
| YTD | +7.5% | +75.8% | -68.3% | -5.3% |
| 1Y | +34.4% | +99.6% | -65.3% | +15.3% |
| 3Y | +552.0% | +278.4% | +273.5% | +378.1% |
| All | +552.0% | +284.3% | +267.7% | +378.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling