+52.7%
ROST vs KGC
-5.3%
+58.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +7.5% | -1.4% | +5.6% |
| 7D | +7.8% | -6.8% | +14.6% | +8.0% |
| 30D | +8.6% | -9.2% | +17.7% | +8.9% |
| 3M | -1.9% | -9.1% | +7.2% | -1.8% |
| 6M | +9.1% | -25.7% | +34.8% | +10.6% |
| YTD | +37.2% | -23.6% | +60.9% | +37.7% |
| 1Y | +52.7% | -4.3% | +57.0% | +51.8% |
| All | +52.7% | -5.3% | +58.0% | +51.8% |
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