-22.2%
RKT vs KGC
+239.9%
-262.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.5% |
| 7D | +2.1% | -1.3% | +3.4% | +2.5% |
| 30D | +1.4% | +20.3% | -18.8% | -3.7% |
| 3M | +6.3% | +8.1% | -1.8% | +3.3% |
| 6M | -15.5% | -8.8% | -6.7% | -14.0% |
| YTD | -27.4% | +10.1% | -37.4% | -29.4% |
| 1Y | -26.6% | +44.2% | -70.8% | -33.4% |
| 3Y | +41.2% | +533.0% | -491.8% | -17.3% |
| 5Y | -6.4% | +443.0% | -449.4% | -45.4% |
| All | -22.2% | +239.9% | -262.1% | -53.4% |
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