+587.2%
KGC vs RMBS
+534.0%
+53.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.8% |
| 7D | -6.7% | +10.3% | -17.0% | -8.3% |
| 30D | -6.7% | -10.7% | +4.1% | -5.4% |
| 3M | -22.6% | -17.2% | -5.4% | -20.8% |
| 6M | -33.4% | -39.0% | +5.6% | -29.0% |
| YTD | -26.0% | -10.5% | -15.5% | -27.5% |
| 1Y | -18.3% | -11.0% | -7.3% | -20.0% |
| 3Y | +315.8% | +31.3% | +284.5% | +257.3% |
| 5Y | +225.7% | +242.8% | -17.1% | +120.0% |
| All | +587.2% | +534.0% | +53.2% | +311.0% |
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