+14,299.2%
ROK vs KGC
+206.6%
+14,092.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.3% |
| 7D | +6.1% | -4.1% | +10.2% | +6.3% |
| 30D | -6.5% | -11.6% | +5.1% | -6.0% |
| 3M | -10.2% | -24.5% | +14.4% | -9.2% |
| 6M | -10.6% | -34.6% | +23.9% | -9.2% |
| YTD | +4.9% | -26.2% | +31.1% | +5.9% |
| 1Y | +3.8% | -20.1% | +23.9% | +4.4% |
| 3Y | +63.5% | +312.4% | -248.9% | +52.4% |
| 5Y | +30.9% | +224.9% | -194.0% | +22.4% |
| 10Y | +266.4% | +608.7% | -342.4% | +226.9% |
| All | +14,299.2% | +206.6% | +14,092.6% | +12,430.2% |
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