+559.5%
RKLB vs KGC
+393.8%
+165.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.5% |
| 7D | -0.2% | -1.3% | +1.1% | +0.2% |
| 30D | -14.1% | +20.3% | -34.4% | -19.9% |
| 3M | -46.4% | +8.1% | -54.5% | -48.2% |
| 6M | -10.6% | -8.8% | -1.9% | -8.5% |
| YTD | -7.9% | +10.1% | -17.9% | -10.9% |
| 1Y | +49.5% | +44.2% | +5.3% | +34.0% |
| 3Y | +913.6% | +533.0% | +380.5% | +500.1% |
| 5Y | +375.3% | +443.0% | -67.7% | +168.3% |
| All | +559.5% | +393.8% | +165.7% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling