+65.3%
RIG vs KGC
+435.7%
-370.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.3% | +5.4% | +2.1% |
| 7D | -4.2% | -8.4% | +4.3% | -2.1% |
| 30D | -0.7% | +6.3% | -7.0% | -2.6% |
| 3M | -4.0% | +22.4% | -26.4% | -9.7% |
| 6M | -6.3% | -11.4% | +5.1% | -5.4% |
| YTD | +39.7% | +3.1% | +36.6% | +33.8% |
| 1Y | +78.1% | +26.6% | +51.5% | +59.2% |
| 3Y | -29.5% | +525.6% | -555.0% | -65.2% |
| 5Y | +65.3% | +451.7% | -386.3% | -19.4% |
| All | +65.3% | +435.7% | -370.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling