+463.0%
KGC vs RL
+238.1%
+224.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.8% |
| 7D | -1.3% | -0.8% | -0.5% | -1.1% |
| 30D | +20.3% | -7.8% | +28.0% | +22.6% |
| 3M | +8.1% | -4.0% | +12.1% | +9.1% |
| 6M | -8.8% | -1.9% | -6.9% | -8.7% |
| YTD | +10.1% | -0.2% | +10.2% | +9.4% |
| 1Y | +44.2% | +10.7% | +33.5% | +40.0% |
| 3Y | +533.0% | +210.8% | +322.3% | +364.7% |
| All | +463.0% | +238.1% | +224.9% | +290.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling