+963.7%
KGC vs ROP
+29,959.8%
-28,996.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.3% |
| 7D | +10.5% | +2.1% | +8.3% | +10.3% |
| 30D | -4.1% | +32.9% | -37.0% | -6.9% |
| 3M | -13.1% | +20.3% | -33.4% | -14.8% |
| 6M | -27.5% | +36.8% | -64.3% | -30.1% |
| YTD | -20.7% | +8.1% | -28.8% | -21.8% |
| 1Y | -6.1% | +8.3% | -14.3% | -7.4% |
| 3Y | +318.6% | -3.2% | +321.9% | +316.9% |
| 5Y | +289.9% | +1.7% | +288.2% | +285.6% |
| 10Y | +501.8% | +199.2% | +302.6% | +431.1% |
| All | +963.7% | +29,959.8% | -28,996.1% | +1,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling