+538.5%
KGC vs ROP
+189.6%
+348.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.8% | +2.9% |
| 7D | +11.1% | -1.6% | +12.8% | +11.4% |
| 30D | -3.7% | +29.5% | -33.3% | -7.5% |
| 3M | -17.2% | +17.5% | -34.8% | -19.2% |
| 6M | -27.3% | +38.1% | -65.4% | -31.0% |
| YTD | -18.5% | +7.0% | -25.5% | -19.3% |
| 1Y | -5.7% | +6.5% | -12.2% | -6.6% |
| 3Y | +336.5% | -5.5% | +341.9% | +341.6% |
| 5Y | +298.7% | -0.4% | +299.1% | +294.6% |
| 10Y | +538.5% | +183.6% | +355.0% | +608.3% |
| All | +538.5% | +189.6% | +348.9% | +608.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling