+262.9%
KGC vs FTV
+16.7%
+246.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.1% |
| 7D | +8.0% | +1.4% | +6.7% | +7.5% |
| 30D | -9.3% | +18.3% | -27.6% | -14.6% |
| 3M | -21.3% | +9.8% | -31.1% | -24.0% |
| 6M | -31.5% | +12.3% | -43.8% | -34.4% |
| YTD | -23.2% | +23.1% | -46.3% | -29.2% |
| 1Y | -15.0% | +32.5% | -47.6% | -23.8% |
| 3Y | +328.7% | +38.3% | +290.4% | +266.0% |
| 5Y | +262.9% | +16.8% | +246.0% | +211.3% |
| All | +262.9% | +16.7% | +246.2% | +211.3% |
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