+4.7%
ROL vs KGC
+315.0%
-310.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.3% | +2.5% |
| 7D | +3.0% | -6.7% | +9.6% | +3.5% |
| 30D | +19.8% | -6.7% | +26.4% | +20.2% |
| 3M | +7.9% | -22.6% | +30.5% | +9.6% |
| 6M | -25.6% | -33.4% | +7.8% | -23.7% |
| YTD | -34.1% | -26.0% | -8.2% | -33.2% |
| 1Y | -31.4% | -18.3% | -13.1% | -31.0% |
| 3Y | +4.7% | +315.8% | -311.1% | -13.4% |
| All | +4.7% | +315.0% | -310.3% | -13.4% |
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