+222.0%
KGC vs RNG
-72.1%
+294.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -6.7% | +4.6% | -11.3% | -7.0% |
| 30D | -6.7% | +0.4% | -7.1% | -6.7% |
| 3M | -22.6% | +11.4% | -34.0% | -23.4% |
| 6M | -33.4% | +95.7% | -129.1% | -37.7% |
| YTD | -26.0% | +162.9% | -188.9% | -33.9% |
| 1Y | -18.3% | +180.3% | -198.6% | -27.7% |
| 3Y | +315.8% | +188.3% | +127.4% | +257.9% |
| All | +222.0% | -72.1% | +294.1% | +299.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling