-42.2%
RIG vs KGC
+698.0%
-740.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -3.1% | -5.6% | +2.6% | -2.2% |
| 30D | -0.5% | +6.1% | -6.7% | -1.7% |
| 3M | -6.0% | +17.3% | -23.3% | -8.9% |
| 6M | -10.1% | -10.3% | +0.1% | -9.8% |
| YTD | +37.3% | +3.9% | +33.4% | +33.9% |
| 1Y | +73.9% | +25.7% | +48.2% | +63.6% |
| 3Y | -30.2% | +526.0% | -556.1% | -51.0% |
| 5Y | +62.5% | +455.5% | -393.0% | +13.4% |
| All | -42.2% | +698.0% | -740.2% | -59.4% |
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