+527.8%
KGC vs RY
+360.6%
+167.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.3% | +3.6% |
| 7D | +10.5% | -0.9% | +11.4% | +11.0% |
| 30D | -4.1% | +5.9% | -9.9% | -6.5% |
| 3M | -13.1% | -4.3% | -8.8% | -11.3% |
| 6M | -27.5% | +12.1% | -39.7% | -31.4% |
| YTD | -20.7% | +20.3% | -41.0% | -27.1% |
| 1Y | -6.1% | +41.0% | -47.1% | -19.4% |
| 3Y | +318.6% | +157.5% | +161.1% | +177.9% |
| 5Y | +289.9% | +123.2% | +166.8% | +172.6% |
| All | +527.8% | +360.6% | +167.2% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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