+962.4%
RKLB vs KGC
+556.1%
+406.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.5% |
| 7D | +5.3% | +2.4% | +2.9% | +4.2% |
| 30D | -20.5% | +9.2% | -29.7% | -24.0% |
| 3M | -42.0% | +16.7% | -58.8% | -46.2% |
| 6M | -6.0% | -7.0% | +1.0% | -4.4% |
| YTD | -5.6% | +7.5% | -13.1% | -8.4% |
| 1Y | +38.0% | +34.4% | +3.7% | +25.5% |
| 3Y | +962.4% | +552.0% | +410.5% | +579.5% |
| All | +962.4% | +556.1% | +406.3% | +579.5% |
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