+1,064.7%
KGC vs FTI
+2,165.1%
-1,100.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -1.3% | +5.3% | -6.6% | -2.6% |
| 30D | +20.3% | +15.3% | +4.9% | +15.7% |
| 3M | +8.1% | +15.8% | -7.7% | +3.5% |
| 6M | -8.8% | +22.6% | -31.3% | -14.2% |
| YTD | +10.1% | +79.5% | -69.5% | -6.2% |
| 1Y | +44.2% | +102.0% | -57.8% | +19.0% |
| 3Y | +533.0% | +315.8% | +217.2% | +319.4% |
| 5Y | +443.0% | +1,129.5% | -686.5% | +155.4% |
| 10Y | +678.6% | +320.9% | +357.6% | +310.4% |
| All | +1,064.7% | +2,165.1% | -1,100.4% | +417.8% |
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