+4.6%
ROL vs KGC
+562.0%
-557.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.6% |
| 7D | -1.4% | -1.3% | -0.2% | -1.4% |
| 30D | -4.1% | +20.3% | -24.4% | -5.4% |
| 3M | -22.5% | +8.1% | -30.6% | -23.0% |
| 6M | -37.7% | -8.8% | -28.9% | -37.4% |
| YTD | -39.6% | +10.1% | -49.6% | -40.3% |
| 1Y | -36.0% | +44.2% | -80.2% | -38.5% |
| All | +4.6% | +562.0% | -557.4% | -15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling