+261.1%
RCL vs KGC
+286.2%
-25.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.0% | -1.6% | +0.9% |
| 7D | +6.5% | +10.5% | -4.0% | +4.7% |
| 30D | +15.9% | -4.1% | +19.9% | +16.5% |
| 3M | +2.7% | -13.1% | +15.7% | +4.2% |
| 6M | +15.2% | -27.5% | +42.8% | +20.2% |
| YTD | +19.2% | -20.7% | +39.9% | +21.2% |
| 1Y | +31.6% | -6.1% | +37.7% | +30.0% |
| 3Y | +274.2% | +318.6% | -44.4% | +160.0% |
| All | +261.1% | +286.2% | -25.1% | +146.6% |
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