+308.5%
ROST vs KGC
+678.3%
-369.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.0% | -1.8% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -11.4% | +10.5% | -21.9% | -11.9% |
| 3M | -1.6% | +19.8% | -21.4% | -2.7% |
| 6M | +6.8% | -6.7% | +13.5% | +6.9% |
| YTD | +25.8% | +7.8% | +18.0% | +24.7% |
| 1Y | +52.4% | +35.7% | +16.7% | +49.1% |
| 3Y | +94.4% | +553.7% | -459.3% | +75.5% |
| 5Y | +108.2% | +461.7% | -353.5% | +86.4% |
| 10Y | +308.5% | +710.2% | -401.7% | +287.9% |
| All | +308.5% | +678.3% | -369.8% | +287.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling