+79.0%
RIOT vs KGC
+315.0%
-236.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | +4.8% | -6.7% | +11.5% | +7.7% |
| 30D | +16.0% | -6.7% | +22.7% | +19.2% |
| 3M | -8.8% | -22.6% | +13.8% | +1.2% |
| 6M | -29.7% | -33.4% | +3.7% | -18.5% |
| YTD | +38.3% | -26.0% | +64.3% | +59.0% |
| 1Y | +26.2% | -18.3% | +44.5% | +42.8% |
| 3Y | +79.0% | +315.8% | -236.8% | +48.7% |
| All | +79.0% | +315.0% | -236.0% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling