+225.1%
KGC vs ROIV
+270.3%
-45.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +2.4% |
| 7D | +10.5% | +5.3% | +5.1% | +9.9% |
| 30D | -4.1% | +11.9% | -15.9% | -5.1% |
| 3M | -13.1% | +10.7% | -23.8% | -14.1% |
| 6M | -27.5% | +34.9% | -62.5% | -29.8% |
| YTD | -20.7% | +79.2% | -99.9% | -25.2% |
| 1Y | -6.1% | +89.0% | -95.1% | -11.8% |
| 3Y | +318.6% | +337.3% | -18.7% | +268.4% |
| 5Y | +289.9% | +402.3% | -112.4% | +219.7% |
| All | +225.1% | +270.3% | -45.2% | +163.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling