+222.0%
KGC vs RSG
+99.6%
+122.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -6.7% | +2.5% | -9.1% | -7.2% |
| 30D | -6.7% | +12.7% | -19.4% | -9.7% |
| 3M | -22.6% | +17.9% | -40.5% | -26.1% |
| 6M | -33.4% | +25.0% | -58.4% | -38.1% |
| YTD | -26.0% | +20.8% | -46.8% | -30.6% |
| 1Y | -18.3% | +24.3% | -42.6% | -24.4% |
| 3Y | +315.8% | +65.3% | +250.5% | +244.1% |
| All | +222.0% | +99.6% | +122.4% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling