+264.9%
ROK vs KGC
+635.9%
-371.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.2% |
| 7D | +6.1% | -4.1% | +10.2% | +6.4% |
| 30D | -6.5% | -11.6% | +5.1% | -5.6% |
| 3M | -10.2% | -24.5% | +14.4% | -8.1% |
| 6M | -10.6% | -34.6% | +23.9% | -7.7% |
| YTD | +4.9% | -26.2% | +31.1% | +7.0% |
| 1Y | +3.8% | -20.1% | +23.9% | +5.1% |
| 3Y | +63.5% | +312.4% | -248.9% | +42.7% |
| 5Y | +30.9% | +224.9% | -194.0% | +13.5% |
| All | +264.9% | +635.9% | -371.0% | +212.5% |
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