+288.1%
KGC vs ROP
+0.8%
+287.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.5% |
| 7D | +10.5% | +2.1% | +8.3% | +10.1% |
| 30D | -4.1% | +32.9% | -37.0% | -9.5% |
| 3M | -13.1% | +20.3% | -33.4% | -16.2% |
| 6M | -27.5% | +36.8% | -64.3% | -32.2% |
| YTD | -20.7% | +8.1% | -28.8% | -20.5% |
| 1Y | -6.1% | +8.3% | -14.3% | -5.9% |
| 3Y | +318.6% | -3.2% | +321.9% | +329.4% |
| All | +288.1% | +0.8% | +287.2% | +277.1% |
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