+2.0%
RDW vs KGC
+347.8%
-345.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +0.9% | -5.6% | +6.5% | +2.7% |
| 30D | -21.3% | +6.1% | -27.4% | -23.4% |
| 3M | -37.9% | +17.3% | -55.2% | -41.8% |
| 6M | +12.3% | -10.3% | +22.6% | +15.2% |
| YTD | +39.7% | +3.9% | +35.9% | +38.4% |
| 1Y | +25.7% | +25.7% | -0.1% | +18.1% |
| 3Y | +230.8% | +526.0% | -295.1% | +110.4% |
| 5Y | -8.8% | +455.5% | -464.2% | -41.6% |
| All | +2.0% | +347.8% | -345.8% | -31.9% |
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