+644.8%
KGC vs USFR
+27.5%
+617.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | +0.1% | -1.3% | -1.3% |
| 30D | +20.3% | +0.3% | +20.0% | +19.9% |
| 3M | +8.1% | +1.0% | +7.1% | +7.0% |
| 6M | -8.8% | +1.9% | -10.7% | -10.6% |
| YTD | +10.1% | +2.6% | +7.4% | +7.1% |
| 1Y | +44.2% | +4.0% | +40.2% | +38.4% |
| 3Y | +533.0% | +14.1% | +518.9% | +454.9% |
| 5Y | +443.0% | +20.4% | +422.6% | +351.5% |
| 10Y | +678.6% | +28.0% | +650.6% | +511.9% |
| All | +644.8% | +27.5% | +617.2% | +523.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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