+710.1%
KGC vs FTI
+1,755.2%
-1,045.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.6% |
| 7D | +0.2% | +1.4% | -1.1% | -0.2% |
| 30D | -8.8% | -6.3% | -2.6% | -7.5% |
| 3M | -21.1% | -13.1% | -7.9% | -18.4% |
| 6M | -32.3% | -8.0% | -24.3% | -31.4% |
| YTD | -23.5% | +47.1% | -70.5% | -31.5% |
| 1Y | -15.0% | +50.7% | -65.6% | -24.4% |
| 3Y | +327.5% | +209.0% | +118.6% | +206.2% |
| 5Y | +244.3% | +847.0% | -602.7% | +74.2% |
| 10Y | +634.8% | +184.3% | +450.4% | +337.5% |
| All | +710.1% | +1,755.2% | -1,045.1% | +278.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling