+39.7%
RIG vs KGC
-5.3%
+45.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +7.5% | -15.1% | -8.2% |
| 7D | -18.8% | -6.8% | -12.0% | -18.1% |
| 30D | -1.1% | -9.2% | +8.1% | 0.0% |
| 3M | +4.4% | -9.1% | +13.5% | +5.0% |
| 6M | -20.8% | -25.7% | +4.9% | -18.2% |
| YTD | +32.0% | -23.6% | +55.6% | +25.6% |
| 1Y | +39.7% | -4.3% | +44.0% | +16.8% |
| All | +39.7% | -5.3% | +45.0% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling