+15,354.0%
ROK vs KGC
+357.0%
+14,997.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.4% |
| 7D | +0.7% | -1.3% | +2.0% | +0.7% |
| 30D | -3.3% | +20.3% | -23.6% | -4.2% |
| 3M | -5.9% | +8.1% | -13.9% | -6.3% |
| 6M | +13.9% | -8.8% | +22.6% | +14.1% |
| YTD | +12.6% | +10.1% | +2.5% | +11.8% |
| 1Y | +28.6% | +44.2% | -15.6% | +26.0% |
| 3Y | +45.1% | +533.0% | -487.9% | +32.8% |
| 5Y | +45.6% | +443.0% | -397.4% | +33.1% |
| 10Y | +345.0% | +678.6% | -333.5% | +294.3% |
| All | +15,354.0% | +357.0% | +14,997.0% | +13,124.0% |
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