+658.7%
KGC vs ROP
+134.1%
+524.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.9% |
| 7D | +2.4% | -5.4% | +7.9% | +3.4% |
| 30D | +9.2% | -1.6% | +10.9% | +9.6% |
| 3M | +16.7% | +18.8% | -2.1% | +13.3% |
| 6M | -7.0% | +8.2% | -15.2% | -8.5% |
| YTD | +7.5% | -10.5% | +18.0% | +9.5% |
| 1Y | +34.4% | -23.7% | +58.1% | +41.3% |
| 3Y | +552.0% | -17.9% | +569.8% | +573.7% |
| 5Y | +454.5% | -15.3% | +469.9% | +463.6% |
| 10Y | +658.7% | +133.4% | +525.3% | +572.9% |
| All | +658.7% | +134.1% | +524.5% | +572.9% |
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