+508.8%
KGC vs FTV
+90.8%
+418.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | +20.3% | -7.1% | +27.3% | +22.0% |
| 3M | +8.1% | -7.2% | +15.2% | +9.6% |
| 6M | -8.8% | -1.5% | -7.3% | -8.6% |
| YTD | +10.1% | +3.5% | +6.6% | +9.1% |
| 1Y | +44.2% | +20.3% | +23.9% | +38.9% |
| 3Y | +533.0% | -3.1% | +536.1% | +528.3% |
| 5Y | +443.0% | +2.3% | +440.7% | +423.9% |
| 10Y | +678.6% | +76.3% | +602.2% | +519.5% |
| All | +508.8% | +90.8% | +418.0% | +371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling