-25.7%
RKT vs KGC
+232.9%
-258.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -2.8% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -2.4% | +10.5% | -12.9% | -5.2% |
| 3M | +1.9% | +19.8% | -17.9% | -3.6% |
| 6M | -13.9% | -6.7% | -7.2% | -12.9% |
| YTD | -30.6% | +7.8% | -38.4% | -32.1% |
| 1Y | -34.4% | +35.7% | -70.0% | -39.6% |
| 3Y | +38.2% | +553.7% | -515.5% | -19.8% |
| 5Y | -9.7% | +461.7% | -471.3% | -47.7% |
| All | -25.7% | +232.9% | -258.6% | -55.2% |
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