+454.5%
KGC vs FTV
+4.3%
+450.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.1% |
| 7D | +2.4% | -0.4% | +2.8% | +2.6% |
| 30D | +9.2% | -8.3% | +17.5% | +12.5% |
| 3M | +16.7% | -7.4% | +24.1% | +19.7% |
| 6M | -7.0% | -1.2% | -5.8% | -6.9% |
| YTD | +7.5% | +2.7% | +4.8% | +5.8% |
| 1Y | +34.4% | +18.4% | +15.9% | +25.4% |
| 3Y | +552.0% | -2.0% | +554.0% | +538.5% |
| 5Y | +454.5% | +3.4% | +451.1% | +387.2% |
| All | +454.5% | +4.3% | +450.2% | +387.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling