+418.0%
KGC vs USFR
+28.6%
+389.4%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.1% | +0.2% | +0.2% |
| 30D | -8.8% | +0.4% | -9.2% | -9.2% |
| 3M | -21.1% | +1.1% | -22.2% | -21.9% |
| 6M | -32.3% | +2.1% | -34.4% | -33.7% |
| YTD | -23.5% | +3.4% | -26.9% | -26.1% |
| 1Y | -15.0% | +4.1% | -19.1% | -18.5% |
| 3Y | +327.5% | +14.4% | +313.1% | +273.5% |
| 5Y | +244.3% | +21.4% | +222.8% | +183.8% |
| 10Y | +634.8% | +28.5% | +606.2% | +474.8% |
| All | +418.0% | +28.6% | +389.4% | +330.0% |
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