+660.5%
KGC vs RSG
+428.9%
+231.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | +6.1% | +4.0% | +2.2% | +5.1% |
| 3M | +17.3% | +7.4% | +10.0% | +14.8% |
| 6M | -10.3% | +0.1% | -10.4% | -10.7% |
| YTD | +3.9% | +6.0% | -2.2% | +1.4% |
| 1Y | +25.7% | -3.0% | +28.7% | +26.1% |
| 3Y | +526.0% | +56.5% | +469.5% | +445.1% |
| 5Y | +455.5% | +90.9% | +364.5% | +355.3% |
| All | +660.5% | +428.9% | +231.6% | +343.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling