+52.3%
ROST vs KGC
+43.6%
+8.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.9% | -1.3% | +2.2% | +1.0% |
| 30D | -8.9% | +20.3% | -29.2% | -9.8% |
| 3M | -0.8% | +8.1% | -8.9% | -1.3% |
| 6M | +8.5% | -8.8% | +17.2% | +8.6% |
| YTD | +28.6% | +10.1% | +18.5% | +27.5% |
| 1Y | +52.3% | +44.2% | +8.1% | +52.4% |
| All | +52.3% | +43.6% | +8.7% | +52.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling