+350.2%
RCL vs KGC
+645.2%
-295.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | -0.5% | +2.4% | -2.9% | -0.7% |
| 30D | -17.3% | +9.2% | -26.6% | -18.1% |
| 3M | -2.8% | +16.7% | -19.5% | -4.5% |
| 6M | -4.4% | -7.0% | +2.6% | -4.2% |
| YTD | -4.2% | +7.5% | -11.7% | -5.5% |
| 1Y | -23.4% | +34.4% | -57.7% | -26.1% |
| 3Y | +179.4% | +552.0% | -372.6% | +131.5% |
| 5Y | +238.8% | +454.5% | -215.8% | +178.1% |
| 10Y | +350.2% | +658.7% | -308.5% | +262.4% |
| All | +350.2% | +645.2% | -295.0% | +262.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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