+95.9%
KGC vs RMBS
+1,339.3%
-1,243.5%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -1.3% | -0.3% | -0.9% | -1.3% |
| 30D | +20.3% | -12.2% | +32.4% | +20.9% |
| 3M | +8.1% | -49.5% | +57.6% | +10.7% |
| 6M | -8.8% | -7.1% | -1.6% | -8.8% |
| YTD | +10.1% | -7.0% | +17.1% | +9.9% |
| 1Y | +44.2% | +13.3% | +30.9% | +42.8% |
| 3Y | +533.0% | +49.2% | +483.8% | +516.2% |
| 5Y | +443.0% | +250.0% | +193.0% | +415.7% |
| 10Y | +678.6% | +495.1% | +183.4% | +627.8% |
| All | +95.9% | +1,339.3% | -1,243.5% | +113.7% |
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