+587.2%
KGC vs RMD
+347.3%
+239.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -6.7% | +2.1% | -8.7% | -7.2% |
| 30D | -6.7% | +2.1% | -8.7% | -7.1% |
| 3M | -22.6% | +6.2% | -28.8% | -23.8% |
| 6M | -33.4% | +19.4% | -52.8% | -36.8% |
| YTD | -26.0% | +0.5% | -26.5% | -26.6% |
| 1Y | -18.3% | -3.9% | -14.4% | -18.0% |
| 3Y | +315.8% | +72.5% | +243.2% | +247.9% |
| 5Y | +225.7% | -1.5% | +227.2% | +211.3% |
| All | +587.2% | +347.3% | +239.9% | +395.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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