+4.4%
RDW vs KGC
+344.7%
-340.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +3.0% |
| 7D | +4.8% | -8.4% | +13.2% | +7.8% |
| 30D | -19.5% | +6.3% | -25.9% | -21.8% |
| 3M | -26.9% | +22.4% | -49.3% | -32.4% |
| 6M | +17.8% | -11.4% | +29.2% | +21.4% |
| YTD | +43.0% | +3.1% | +39.9% | +42.0% |
| 1Y | +32.1% | +26.6% | +5.5% | +24.0% |
| 3Y | +250.6% | +525.6% | -274.9% | +123.2% |
| 5Y | -6.6% | +451.7% | -458.3% | -40.1% |
| All | +4.4% | +344.7% | -340.3% | -30.1% |
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