+207.9%
ROL vs KGC
+645.2%
-437.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.4% |
| 7D | -3.4% | +2.4% | -5.9% | -3.6% |
| 30D | -6.9% | +9.2% | -16.2% | -7.5% |
| 3M | -24.6% | +16.7% | -41.3% | -25.5% |
| 6M | -39.5% | -7.0% | -32.5% | -39.5% |
| YTD | -41.1% | +7.5% | -48.6% | -41.7% |
| 1Y | -37.9% | +34.4% | -72.3% | -39.6% |
| 3Y | +0.8% | +552.0% | -551.2% | -12.3% |
| 5Y | -4.7% | +454.5% | -459.2% | -17.3% |
| 10Y | +207.9% | +658.7% | -450.8% | +173.9% |
| All | +207.9% | +645.2% | -437.3% | +173.9% |
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