+73.9%
RIG vs KGC
+28.2%
+45.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | -3.1% | -5.6% | +2.6% | -2.4% |
| 30D | -0.5% | +6.1% | -6.7% | -1.5% |
| 3M | -6.0% | +17.3% | -23.3% | -8.3% |
| 6M | -10.1% | -10.3% | +0.1% | -9.5% |
| YTD | +37.3% | +3.9% | +33.4% | +31.9% |
| 1Y | +73.9% | +25.7% | +48.2% | +64.7% |
| All | +73.9% | +28.2% | +45.7% | +64.7% |
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