+190.3%
RDDT vs KGC
+421.1%
-230.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -7.4% | -0.1% | -7.3% | -7.4% |
| 30D | -7.7% | +10.5% | -18.2% | -10.7% |
| 3M | -17.8% | +19.8% | -37.6% | -22.5% |
| 6M | +5.5% | -6.7% | +12.1% | +6.2% |
| YTD | -36.3% | +7.8% | -44.1% | -38.9% |
| 1Y | -39.0% | +35.7% | -74.7% | -46.6% |
| All | +190.3% | +421.1% | -230.8% | +84.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling