+587.2%
KGC vs FTV
+109.2%
+478.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -6.7% | +3.9% | -10.6% | -7.3% |
| 30D | -6.7% | +18.7% | -25.3% | -9.7% |
| 3M | -22.6% | +10.0% | -32.6% | -24.0% |
| 6M | -33.4% | +14.6% | -48.0% | -35.1% |
| YTD | -26.0% | +23.4% | -49.4% | -29.0% |
| 1Y | -18.3% | +31.3% | -49.6% | -22.5% |
| 3Y | +315.8% | +39.8% | +276.0% | +288.0% |
| 5Y | +225.7% | +17.7% | +208.0% | +204.4% |
| All | +587.2% | +109.2% | +478.0% | +548.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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