+338.7%
KGC vs RBRK
+130.3%
+208.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -8.4% | -3.5% | -4.9% | -8.0% |
| 30D | +6.3% | -8.3% | +14.6% | +7.2% |
| 3M | +22.4% | +24.7% | -2.2% | +18.5% |
| 6M | -11.4% | +58.9% | -70.3% | -17.1% |
| YTD | +3.1% | +16.3% | -13.1% | -0.2% |
| 1Y | +26.6% | +10.1% | +16.5% | +22.7% |
| All | +338.7% | +130.3% | +208.3% | +271.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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