+538.5%
KGC vs RL
+397.7%
+140.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.8% | -3.1% | +2.2% |
| 7D | +11.1% | +0.2% | +10.9% | +11.1% |
| 30D | -3.7% | +7.3% | -11.1% | -4.4% |
| 3M | -17.2% | +1.0% | -18.3% | -17.4% |
| 6M | -27.3% | +11.8% | -39.1% | -28.1% |
| YTD | -18.5% | +13.6% | -32.1% | -19.7% |
| 1Y | -5.7% | +24.0% | -29.8% | -7.6% |
| 3Y | +336.5% | +256.6% | +79.9% | +300.4% |
| 5Y | +298.7% | +240.2% | +58.5% | +259.7% |
| 10Y | +538.5% | +373.0% | +165.6% | +506.2% |
| All | +538.5% | +397.7% | +140.9% | +506.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling