-4.3%
KGC vs ROP
+10.4%
-14.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.9% | +3.5% | +8.1% |
| 7D | -6.8% | +11.7% | -18.5% | -4.8% |
| 30D | -9.2% | +35.5% | -44.6% | -4.3% |
| 3M | -9.1% | +25.6% | -34.8% | -5.1% |
| 6M | -25.7% | +39.3% | -64.9% | -19.5% |
| YTD | -23.6% | +11.6% | -35.3% | -16.7% |
| 1Y | -4.3% | +10.6% | -14.9% | +4.8% |
| All | -4.3% | +10.4% | -14.7% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling