+535.9%
RKLB vs KGC
+362.8%
+173.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.3% |
| 7D | -2.9% | -8.4% | +5.5% | 0.0% |
| 30D | -22.6% | +6.3% | -28.9% | -24.7% |
| 3M | -41.0% | +22.4% | -63.5% | -45.3% |
| 6M | -10.1% | -11.4% | +1.3% | -6.9% |
| YTD | -11.2% | +3.1% | -14.3% | -12.2% |
| 1Y | +34.2% | +26.6% | +7.6% | +25.0% |
| 3Y | +899.4% | +525.6% | +373.8% | +496.8% |
| 5Y | +231.5% | +451.7% | -220.1% | +89.8% |
| All | +535.9% | +362.8% | +173.1% | +268.8% |
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