+552.4%
KGC vs RVMD
+634.9%
-82.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.2% |
| 7D | +2.4% | -1.2% | +3.7% | +2.6% |
| 30D | +9.2% | +1.1% | +8.2% | +9.1% |
| 3M | +16.7% | +39.6% | -22.9% | +13.7% |
| 6M | -7.0% | +110.7% | -117.7% | -12.9% |
| YTD | +7.5% | +160.3% | -152.8% | -1.7% |
| 1Y | +34.4% | +404.9% | -370.6% | +15.8% |
| 3Y | +552.0% | +545.5% | +6.5% | +436.3% |
| 5Y | +454.5% | +584.7% | -130.2% | +336.3% |
| All | +552.4% | +634.9% | -82.5% | +410.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 all: compounded portfolio wealth divided by compounded RVMD 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…
all analysis · Full analysis span regression · 6 months rolling