+123.2%
KGC vs RL
+1,366.2%
-1,243.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.0% | -4.3% | -2.4% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | +20.3% | -7.8% | +28.0% | +21.0% |
| 3M | +8.1% | -4.0% | +12.1% | +8.4% |
| 6M | -8.8% | -1.9% | -6.9% | -8.7% |
| YTD | +10.1% | -0.2% | +10.2% | +9.9% |
| 1Y | +44.2% | +10.7% | +33.5% | +42.9% |
| 3Y | +533.0% | +210.8% | +322.3% | +479.1% |
| 5Y | +443.0% | +238.2% | +204.8% | +390.7% |
| 10Y | +678.6% | +313.4% | +365.2% | +579.2% |
| All | +123.2% | +1,366.2% | -1,243.0% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling