+25.8%
ROK vs KGC
+28.8%
-3.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -0.3% |
| 7D | -1.6% | -8.4% | +6.8% | -0.1% |
| 30D | -5.4% | +6.3% | -11.8% | -6.7% |
| 3M | -4.0% | +22.4% | -26.4% | -8.0% |
| 6M | +13.3% | -11.4% | +24.8% | +14.4% |
| YTD | +9.3% | +3.1% | +6.2% | +7.8% |
| 1Y | +25.8% | +26.6% | -0.8% | +20.4% |
| All | +25.8% | +28.8% | -3.0% | +20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling