+36.2%
KGC vs RMBS
+1,337.6%
-1,301.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.5% |
| 7D | +0.2% | +3.0% | -2.7% | 0.0% |
| 30D | -8.8% | -15.5% | +6.7% | -8.3% |
| 3M | -21.1% | -11.5% | -9.6% | -20.9% |
| 6M | -32.3% | -36.5% | +4.2% | -31.4% |
| YTD | -23.5% | -7.1% | -16.3% | -23.7% |
| 1Y | -15.0% | -18.7% | +3.7% | -14.9% |
| 3Y | +327.5% | +36.2% | +291.4% | +316.9% |
| 5Y | +244.3% | +252.0% | -7.7% | +226.4% |
| 10Y | +634.8% | +561.2% | +73.6% | +584.8% |
| All | +36.2% | +1,337.6% | -1,301.4% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling