+461.7%
KGC vs RNG
-70.2%
+531.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -0.1% | -4.1% | +4.0% | +0.2% |
| 30D | +10.5% | +8.6% | +1.8% | +9.7% |
| 3M | +19.8% | +78.0% | -58.2% | +13.6% |
| 6M | -6.7% | +67.0% | -73.7% | -11.5% |
| YTD | +7.8% | +142.4% | -134.7% | -2.8% |
| 1Y | +35.7% | +120.4% | -84.8% | +23.3% |
| 3Y | +553.7% | +122.1% | +431.6% | +479.6% |
| 5Y | +461.7% | -69.8% | +531.5% | +501.6% |
| All | +461.7% | -70.2% | +531.9% | +501.6% |
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