+570.3%
KGC vs ROP
-15.8%
+586.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -2.1% |
| 7D | -1.3% | -4.4% | +3.2% | -1.0% |
| 30D | +20.3% | +3.2% | +17.0% | +20.2% |
| 3M | +8.1% | +23.1% | -15.0% | +7.1% |
| 6M | -8.8% | +13.3% | -22.1% | -8.9% |
| YTD | +10.1% | -7.9% | +17.9% | +14.7% |
| 1Y | +44.2% | -22.1% | +66.3% | +57.5% |
| All | +570.3% | -15.8% | +586.2% | +612.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling