-4.3%
KGC vs RL
+34.3%
-38.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.5% | +3.0% | +5.7% |
| 7D | -6.8% | +5.8% | -12.6% | -8.8% |
| 30D | -9.2% | +12.7% | -21.9% | -13.2% |
| 3M | -9.1% | +9.3% | -18.5% | -12.2% |
| 6M | -25.7% | +16.9% | -42.6% | -30.2% |
| YTD | -23.6% | +17.5% | -41.1% | -31.7% |
| 1Y | -4.3% | +34.6% | -38.9% | -25.7% |
| All | -4.3% | +34.3% | -38.6% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling