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  • KGC vs RY✓SelectedUSD · RYKGC vs RY performance historyLatest closeAs of-2.28%09/04
Stock and ETF performance explorer

KGC vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+50.0%
RY return
+11,573.6%
Excess return
-11,523.7%
Maximum drawdown
-96.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-2.3%-0.7%-1.6%-2.0%
7D-1.3%+3.1%-4.4%-2.3%
30D+20.3%-0.3%+20.6%+20.3%
3M+8.1%+8.7%-0.6%+4.7%
6M-8.8%+28.5%-37.3%-16.6%
YTD+10.1%+25.1%-15.1%+1.6%
1Y+44.2%+46.3%-2.1%+26.0%
3Y+533.0%+154.9%+378.1%+353.8%
5Y+443.0%+140.3%+302.7%+299.0%
10Y+678.6%+377.0%+301.5%+345.4%
All+50.0%+11,573.6%-11,523.7%-55.2%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling