+318.6%
KGC vs RL
+240.1%
+78.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.4% | +4.4% | +3.3% |
| 7D | +10.5% | -4.2% | +14.6% | +11.5% |
| 30D | -4.1% | +4.3% | -8.3% | -5.0% |
| 3M | -13.1% | -4.6% | -8.5% | -12.2% |
| 6M | -27.5% | +1.7% | -29.3% | -28.1% |
| YTD | -20.7% | +7.3% | -28.1% | -22.6% |
| 1Y | -6.1% | +20.8% | -26.9% | -10.1% |
| 3Y | +318.6% | +247.0% | +71.6% | +224.0% |
| All | +318.6% | +240.1% | +78.6% | +224.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling