-20.1%
RKT vs KGC
+136.4%
-156.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.7% |
| 6M | -2.6% | -32.3% | +29.7% | +6.9% |
| YTD | -25.4% | -23.5% | -2.0% | -20.4% |
| 1Y | -19.1% | -15.0% | -4.1% | -15.7% |
| 3Y | +83.2% | +327.5% | -244.3% | +19.0% |
| 5Y | +0.8% | +244.3% | -243.4% | -33.9% |
| All | -20.1% | +136.4% | -156.5% | -47.4% |
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