-43.7%
RIG vs KGC
+361.0%
-404.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +4.1% |
| 7D | +5.7% | -6.7% | +12.4% | +6.6% |
| 30D | -0.7% | -6.7% | +5.9% | -0.2% |
| 3M | -3.1% | -22.6% | +19.4% | -0.6% |
| 6M | -16.3% | -33.4% | +17.1% | -12.8% |
| YTD | +34.1% | -26.0% | +60.1% | +36.8% |
| 1Y | +38.2% | -18.3% | +56.5% | +39.1% |
| 3Y | -15.3% | +315.8% | -331.1% | -32.2% |
| 5Y | +62.5% | +225.7% | -163.2% | +32.5% |
| 10Y | -46.6% | +610.5% | -657.0% | -62.6% |
| All | -43.7% | +361.0% | -404.7% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling