+467.8%
KGC vs ROP
-11.7%
+479.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.5% |
| 7D | -1.3% | -4.4% | +3.2% | -0.3% |
| 30D | +20.3% | +3.2% | +17.0% | +19.6% |
| 3M | +8.1% | +23.1% | -15.0% | +3.1% |
| 6M | -8.8% | +13.3% | -22.1% | -11.5% |
| YTD | +10.1% | -7.9% | +17.9% | +13.8% |
| 1Y | +44.2% | -22.1% | +66.3% | +58.4% |
| 3Y | +533.0% | -16.8% | +549.8% | +567.3% |
| All | +467.8% | -11.7% | +479.4% | +456.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling