+308.4%
KGC vs FTV
+127.3%
+181.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.5% | -3.5% |
| 7D | -4.1% | +3.7% | -7.8% | -4.8% |
| 30D | -11.6% | +16.8% | -28.5% | -14.4% |
| 3M | -24.5% | +10.4% | -34.9% | -26.0% |
| 6M | -34.6% | +12.8% | -47.4% | -36.1% |
| YTD | -26.2% | +23.3% | -49.5% | -29.3% |
| 1Y | -20.1% | +31.0% | -51.1% | -24.4% |
| 3Y | +312.4% | +38.6% | +273.8% | +283.7% |
| 5Y | +224.9% | +17.6% | +207.4% | +203.6% |
| 10Y | +608.7% | +110.0% | +498.7% | +441.6% |
| All | +308.4% | +127.3% | +181.1% | +205.6% |
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