+91.0%
RKT vs KGC
+329.2%
-238.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +32.8% | -8.8% | +41.7% | +35.7% |
| 3M | +0.8% | -21.1% | +21.9% | +6.9% |
| 6M | -2.6% | -32.3% | +29.7% | +7.1% |
| YTD | -25.4% | -23.5% | -2.0% | -19.2% |
| 1Y | -19.1% | -15.0% | -4.1% | -13.8% |
| All | +91.0% | +329.2% | -238.2% | +10.2% |
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 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