+330.0%
KGC vs RPRX
+178.9%
+151.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +0.2% | +3.6% | -3.4% | -0.2% |
| 30D | -8.8% | +21.2% | -30.0% | -11.2% |
| 3M | -21.1% | +21.6% | -42.7% | -23.0% |
| 6M | -32.3% | +36.7% | -69.0% | -35.0% |
| YTD | -23.5% | +83.7% | -107.1% | -28.5% |
| 1Y | -15.0% | +83.2% | -98.2% | -20.5% |
| All | +330.0% | +178.9% | +151.1% | +278.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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