+31.7%
KGC vs RMBS
+1,284.9%
-1,253.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.4% |
| 7D | -6.7% | +10.3% | -17.0% | -7.0% |
| 30D | -6.7% | -10.7% | +4.1% | -6.4% |
| 3M | -22.6% | -17.2% | -5.4% | -22.2% |
| 6M | -33.4% | -39.0% | +5.6% | -32.4% |
| YTD | -26.0% | -10.5% | -15.5% | -26.1% |
| 1Y | -18.3% | -11.0% | -7.3% | -18.4% |
| 3Y | +315.8% | +31.3% | +284.5% | +306.0% |
| 5Y | +225.7% | +242.8% | -17.1% | +209.2% |
| 10Y | +610.5% | +536.9% | +73.5% | +563.1% |
| All | +31.7% | +1,284.9% | -1,253.2% | +43.7% |
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