+67.4%
RIG vs KGC
+226.6%
-159.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.7% | -6.7% | +12.4% | +7.3% |
| 30D | -0.7% | -6.7% | +5.9% | +0.2% |
| 3M | -3.1% | -22.6% | +19.4% | +1.6% |
| 6M | -16.3% | -33.4% | +17.1% | -9.6% |
| YTD | +34.1% | -26.0% | +60.1% | +37.7% |
| 1Y | +38.2% | -18.3% | +56.5% | +37.7% |
| 3Y | -15.3% | +315.8% | -331.1% | -54.1% |
| All | +67.4% | +226.6% | -159.3% | -6.1% |
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 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