+222.0%
KGC vs RL
+239.2%
-17.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -6.7% | +2.6% | -9.2% | -7.3% |
| 30D | -6.7% | +2.9% | -9.6% | -7.4% |
| 3M | -22.6% | 0.0% | -22.6% | -22.8% |
| 6M | -33.4% | +17.1% | -50.5% | -36.5% |
| YTD | -26.0% | +10.1% | -36.1% | -28.5% |
| 1Y | -18.3% | +17.3% | -35.6% | -22.2% |
| 3Y | +315.8% | +249.3% | +66.5% | +186.1% |
| All | +222.0% | +239.2% | -17.2% | +108.5% |
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