+244.3%
KGC vs RY
+126.4%
+117.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.7% |
| 7D | +0.2% | -3.0% | +3.2% | +2.5% |
| 30D | -8.8% | +6.3% | -15.1% | -13.0% |
| 3M | -21.1% | -2.6% | -18.5% | -19.6% |
| 6M | -32.3% | +13.9% | -46.3% | -39.2% |
| YTD | -23.5% | +21.7% | -45.1% | -34.5% |
| 1Y | -15.0% | +40.4% | -55.4% | -34.7% |
| 3Y | +327.5% | +161.3% | +166.2% | +97.0% |
| 5Y | +244.3% | +126.5% | +117.8% | +71.4% |
| All | +244.3% | +126.4% | +117.8% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling