+552.0%
KGC vs RRC
+32.7%
+519.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | +2.4% | -1.2% | +3.6% | +2.6% |
| 30D | +9.2% | +9.4% | -0.2% | +8.0% |
| 3M | +16.7% | +7.4% | +9.4% | +15.4% |
| 6M | -7.0% | +1.5% | -8.5% | -7.9% |
| YTD | +7.5% | +19.4% | -11.9% | +2.6% |
| 1Y | +34.4% | +24.2% | +10.1% | +27.0% |
| 3Y | +552.0% | +32.8% | +519.2% | +486.6% |
| All | +552.0% | +32.7% | +519.2% | +486.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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