-4.3%
KGC vs RSG
+19.5%
-23.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.0% | +6.4% | +7.9% |
| 7D | -6.8% | +5.1% | -11.9% | -4.9% |
| 30D | -9.2% | +15.3% | -24.5% | -4.5% |
| 3M | -9.1% | +18.6% | -27.7% | -3.2% |
| 6M | -25.7% | +19.5% | -45.2% | -20.2% |
| YTD | -23.6% | +17.2% | -40.8% | -16.0% |
| 1Y | -4.3% | +19.6% | -23.8% | +8.4% |
| All | -4.3% | +19.5% | -23.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling