-24.1%
RKT vs KGC
+128.1%
-152.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.5% | -1.5% | -4.1% |
| 7D | -7.5% | -4.1% | -3.4% | -6.4% |
| 30D | +26.6% | -11.6% | +38.2% | +30.5% |
| 3M | -2.4% | -24.5% | +22.1% | +4.6% |
| 6M | -7.4% | -34.6% | +27.2% | +2.7% |
| YTD | -29.2% | -26.2% | -3.0% | -23.7% |
| 1Y | -23.5% | -20.1% | -3.4% | -19.0% |
| 3Y | +73.9% | +312.4% | -238.5% | +14.1% |
| 5Y | -6.6% | +224.9% | -231.5% | -37.9% |
| All | -24.1% | +128.1% | -152.2% | -49.6% |
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