+214.9%
ROL vs KGC
+496.6%
-281.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.7% | +1.9% |
| 7D | +7.5% | +11.1% | -3.6% | +6.8% |
| 30D | +21.1% | -3.7% | +24.9% | +21.3% |
| 3M | +3.1% | -17.2% | +20.4% | +4.2% |
| 6M | -27.4% | -27.3% | -0.2% | -26.2% |
| YTD | -34.7% | -18.5% | -16.2% | -34.4% |
| 1Y | -32.9% | -5.7% | -27.2% | -33.3% |
| 3Y | +6.1% | +336.5% | -330.3% | -5.6% |
| 5Y | +16.3% | +298.7% | -282.4% | +2.5% |
| 10Y | +214.9% | +538.5% | -323.7% | +182.5% |
| All | +214.9% | +496.6% | -281.7% | +182.5% |
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