+485.8%
RIOT vs KGC
+698.0%
-212.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.2% |
| 7D | -1.5% | -5.6% | +4.1% | +0.6% |
| 30D | +5.7% | +6.1% | -0.5% | +3.6% |
| 3M | -17.9% | +17.3% | -35.2% | -22.6% |
| 6M | +45.0% | -10.3% | +55.3% | +50.9% |
| YTD | +69.5% | +3.9% | +65.6% | +68.3% |
| 1Y | +37.2% | +25.7% | +11.5% | +26.5% |
| 3Y | +111.7% | +526.0% | -414.2% | +4.8% |
| 5Y | -27.5% | +455.5% | -483.0% | -63.3% |
| All | +485.8% | +698.0% | -212.2% | +188.9% |
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