+341.2%
ROK vs KGC
+692.5%
-351.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.7% |
| 7D | -1.6% | -8.4% | +6.8% | -0.8% |
| 30D | -5.4% | +6.3% | -11.8% | -6.1% |
| 3M | -4.0% | +22.4% | -26.4% | -5.9% |
| 6M | +13.3% | -11.4% | +24.8% | +14.0% |
| YTD | +9.3% | +3.1% | +6.2% | +8.4% |
| 1Y | +25.8% | +26.6% | -0.8% | +22.5% |
| 3Y | +49.1% | +525.6% | -476.5% | +26.6% |
| 5Y | +45.9% | +451.7% | -405.8% | +22.7% |
| All | +341.2% | +692.5% | -351.4% | +274.9% |
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