+262.9%
KGC vs FTI
+800.3%
-537.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.0% |
| 7D | +8.0% | -3.3% | +11.3% | +8.7% |
| 30D | -9.3% | -7.2% | -2.1% | -8.0% |
| 3M | -21.3% | -12.9% | -8.4% | -19.1% |
| 6M | -31.5% | -7.9% | -23.6% | -30.7% |
| YTD | -23.2% | +45.2% | -68.4% | -30.0% |
| 1Y | -15.0% | +48.1% | -63.1% | -22.8% |
| 3Y | +328.7% | +205.0% | +123.7% | +223.9% |
| 5Y | +262.9% | +838.8% | -575.9% | +98.3% |
| All | +262.9% | +800.3% | -537.5% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling