+213.9%
KGC vs ROIV
+298.6%
-84.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | +0.2% | +9.5% | -9.2% | -0.7% |
| 30D | -8.8% | +21.0% | -29.8% | -10.5% |
| 3M | -21.1% | +18.7% | -39.8% | -22.6% |
| 6M | -32.3% | +44.5% | -76.8% | -34.9% |
| YTD | -23.5% | +92.9% | -116.3% | -28.3% |
| 1Y | -15.0% | +100.2% | -115.2% | -20.6% |
| 3Y | +327.5% | +375.0% | -47.5% | +273.4% |
| 5Y | +244.3% | +435.2% | -190.9% | +180.2% |
| All | +213.9% | +298.6% | -84.7% | +152.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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