+588.1%
KGC vs RNG
+327.7%
+260.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.0% |
| 7D | -1.3% | +5.8% | -7.1% | -1.7% |
| 30D | +20.3% | +19.6% | +0.7% | +18.8% |
| 3M | +8.1% | +67.0% | -58.9% | +3.9% |
| 6M | -8.8% | +88.4% | -97.1% | -13.6% |
| YTD | +10.1% | +155.5% | -145.4% | +1.0% |
| 1Y | +44.2% | +141.7% | -97.5% | +32.6% |
| 3Y | +533.0% | +131.1% | +401.9% | +474.7% |
| 5Y | +443.0% | -70.6% | +513.6% | +446.5% |
| 10Y | +678.6% | +228.2% | +450.3% | +648.8% |
| All | +588.1% | +327.7% | +260.3% | +571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling