+461.7%
KGC vs RMBS
+269.8%
+191.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | -0.1% | +3.5% | -3.6% | -0.7% |
| 30D | +10.5% | -8.6% | +19.1% | +12.0% |
| 3M | +19.8% | -40.3% | +60.1% | +29.6% |
| 6M | -6.7% | -1.0% | -5.7% | -8.2% |
| YTD | +7.8% | -4.6% | +12.4% | +5.7% |
| 1Y | +35.7% | +17.6% | +18.1% | +27.2% |
| 3Y | +553.7% | +58.6% | +495.1% | +442.2% |
| 5Y | +461.7% | +270.9% | +190.8% | +240.9% |
| All | +461.7% | +269.8% | +191.9% | +240.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling