+292.2%
RCL vs KGC
+226.6%
+65.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.4% |
| 7D | -1.2% | -6.7% | +5.5% | 0.0% |
| 30D | +17.8% | -6.7% | +24.5% | +19.0% |
| 3M | +4.9% | -22.6% | +27.5% | +8.8% |
| 6M | +23.7% | -33.4% | +57.2% | +31.1% |
| YTD | +17.8% | -26.0% | +43.8% | +21.2% |
| 1Y | +28.9% | -18.3% | +47.2% | +30.4% |
| 3Y | +241.9% | +315.8% | -73.9% | +134.5% |
| All | +292.2% | +226.6% | +65.6% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling