+1,376.5%
KGC vs ROP
+25,523.2%
-24,146.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -1.9% |
| 7D | -1.3% | -4.4% | +3.2% | -0.8% |
| 30D | +20.3% | +3.2% | +17.0% | +19.9% |
| 3M | +8.1% | +23.1% | -15.0% | +5.6% |
| 6M | -8.8% | +13.3% | -22.1% | -10.2% |
| YTD | +10.1% | -7.9% | +17.9% | +10.5% |
| 1Y | +44.2% | -22.1% | +66.3% | +47.3% |
| 3Y | +533.0% | -16.8% | +549.8% | +541.3% |
| 5Y | +443.0% | -13.5% | +456.5% | +446.8% |
| 10Y | +678.6% | +137.7% | +540.9% | +604.4% |
| All | +1,376.5% | +25,523.2% | -24,146.7% | +1,455.0% |
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