+347.8%
RCL vs KGC
+662.9%
-315.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | +19.4% | -8.8% | +28.3% | +20.4% |
| 3M | +9.8% | -21.1% | +30.9% | +11.9% |
| 6M | +28.6% | -32.3% | +61.0% | +32.7% |
| YTD | +22.2% | -23.5% | +45.6% | +24.1% |
| 1Y | +29.7% | -15.0% | +44.7% | +30.5% |
| 3Y | +265.3% | +327.5% | -62.2% | +211.7% |
| 5Y | +301.8% | +244.3% | +57.5% | +238.4% |
| All | +347.8% | +662.9% | -315.1% | +266.7% |
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