+655.3%
KGC vs RNG
+223.4%
+431.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.2% |
| 7D | -8.4% | -9.6% | +1.2% | -7.7% |
| 30D | +6.3% | +8.8% | -2.5% | +5.6% |
| 3M | +22.4% | +78.6% | -56.2% | +16.7% |
| 6M | -11.4% | +70.3% | -81.7% | -15.7% |
| YTD | +3.1% | +140.3% | -137.2% | -5.6% |
| 1Y | +26.6% | +126.6% | -100.0% | +16.2% |
| 3Y | +525.6% | +120.2% | +405.4% | +465.2% |
| 5Y | +451.7% | -68.3% | +520.0% | +456.2% |
| All | +655.3% | +223.4% | +431.9% | +834.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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