+552.0%
KGC vs RPRX
+126.7%
+425.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +2.9% | -1.4% |
| 7D | +2.4% | -2.8% | +5.2% | +3.0% |
| 30D | +9.2% | +7.2% | +2.1% | +8.2% |
| 3M | +16.7% | +10.9% | +5.9% | +14.9% |
| 6M | -7.0% | +34.6% | -41.6% | -11.1% |
| YTD | +7.5% | +59.0% | -51.5% | +0.7% |
| 1Y | +34.4% | +72.5% | -38.2% | +24.7% |
| 3Y | +552.0% | +124.1% | +427.9% | +474.8% |
| All | +552.0% | +126.7% | +425.3% | +474.8% |
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