+660.5%
KGC vs RMBS
+566.4%
+94.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -5.6% | +1.8% | -7.4% | -5.9% |
| 30D | +6.1% | -13.9% | +20.0% | +8.8% |
| 3M | +17.3% | -39.8% | +57.1% | +26.9% |
| 6M | -10.3% | -6.0% | -4.3% | -11.2% |
| YTD | +3.9% | -5.4% | +9.2% | +1.7% |
| 1Y | +25.7% | -1.8% | +27.6% | +21.2% |
| 3Y | +526.0% | +53.7% | +472.3% | +424.1% |
| 5Y | +455.5% | +268.5% | +187.0% | +275.9% |
| All | +660.5% | +566.4% | +94.1% | +356.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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