+54.0%
ROST vs KGC
+28.2%
+25.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.3% |
| 7D | +0.2% | -5.6% | +5.9% | +0.5% |
| 30D | -6.9% | +6.1% | -13.0% | -7.1% |
| 3M | -3.3% | +17.3% | -20.6% | -4.2% |
| 6M | +9.0% | -10.3% | +19.3% | +9.5% |
| YTD | +28.9% | +3.9% | +25.0% | +28.2% |
| 1Y | +54.0% | +25.7% | +28.2% | +51.6% |
| All | +54.0% | +28.2% | +25.8% | +51.6% |
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