+117.7%
RIOT vs KGC
+548.3%
-430.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +18.4% | -0.1% | +18.5% | +18.6% |
| 30D | +13.8% | +10.5% | +3.3% | +10.0% |
| 3M | -12.7% | +19.8% | -32.5% | -18.3% |
| 6M | +50.1% | -6.7% | +56.8% | +52.3% |
| YTD | +74.2% | +7.8% | +66.4% | +73.1% |
| 1Y | +45.1% | +35.7% | +9.4% | +38.3% |
| All | +117.7% | +548.3% | -430.6% | +39.0% |
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