+48.1%
ROK vs KGC
+452.7%
-404.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.7% |
| 7D | +2.8% | +2.4% | +0.3% | +2.4% |
| 30D | -2.4% | +9.2% | -11.6% | -3.8% |
| 3M | -4.7% | +16.7% | -21.4% | -7.2% |
| 6M | +16.8% | -7.0% | +23.8% | +16.9% |
| YTD | +11.4% | +7.5% | +3.9% | +9.1% |
| 1Y | +26.2% | +34.4% | -8.2% | +19.5% |
| 3Y | +51.9% | +552.0% | -500.1% | +10.5% |
| All | +48.1% | +452.7% | -404.6% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling