-15.0%
KGC vs ROP
+7.7%
-22.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.4% | -5.7% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | -9.3% | +30.3% | -39.6% | -5.1% |
| 3M | -21.3% | +17.8% | -39.1% | -18.9% |
| 6M | -31.5% | +38.9% | -70.4% | -25.7% |
| YTD | -23.2% | +7.6% | -30.9% | -17.0% |
| 1Y | -15.0% | +6.5% | -21.5% | -7.9% |
| All | -15.0% | +7.7% | -22.7% | -7.9% |
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 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