+25.7%
KGC vs RSG
-1.5%
+27.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.9% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | +6.1% | +4.0% | +2.2% | +7.6% |
| 3M | +17.3% | +7.4% | +10.0% | +20.7% |
| 6M | -10.3% | +0.1% | -10.4% | -7.8% |
| YTD | +3.9% | +6.0% | -2.2% | +8.7% |
| 1Y | +25.7% | -3.0% | +28.7% | +35.2% |
| All | +25.7% | -1.5% | +27.2% | +35.2% |
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