+9,562.4%
ROL vs KGC
+229.2%
+9,333.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.2% |
| 7D | +9.5% | +10.5% | -1.0% | +9.2% |
| 30D | +22.9% | -4.1% | +27.0% | +23.0% |
| 3M | +3.5% | -13.1% | +16.6% | +3.8% |
| 6M | -29.4% | -27.5% | -1.8% | -28.9% |
| YTD | -36.1% | -20.7% | -15.3% | -35.9% |
| 1Y | -34.4% | -6.1% | -28.3% | -34.5% |
| 3Y | +4.0% | +318.6% | -314.6% | -0.6% |
| 5Y | +13.2% | +289.9% | -276.7% | +8.0% |
| 10Y | +219.7% | +501.8% | -282.2% | +199.3% |
| All | +9,562.4% | +229.2% | +9,333.2% | +8,777.9% |
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 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