+568.9%
KGC vs RL
+369.1%
+199.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.3% | -6.1% | -5.8% |
| 7D | +8.0% | +1.3% | +6.7% | +7.9% |
| 30D | -9.3% | +7.6% | -16.9% | -10.0% |
| 3M | -21.3% | -1.5% | -19.8% | -21.3% |
| 6M | -31.5% | +12.1% | -43.6% | -32.3% |
| YTD | -23.2% | +13.9% | -37.2% | -24.4% |
| 1Y | -15.0% | +20.7% | -35.7% | -16.6% |
| 3Y | +328.7% | +260.6% | +68.2% | +291.2% |
| 5Y | +262.9% | +248.9% | +14.0% | +226.1% |
| 10Y | +568.9% | +355.9% | +213.0% | +568.7% |
| All | +568.9% | +369.1% | +199.8% | +568.7% |
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 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