+97.9%
ROST vs KGC
+556.1%
-458.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.3% |
| 7D | +0.2% | +2.4% | -2.2% | +0.1% |
| 30D | -10.0% | +9.2% | -19.2% | -10.5% |
| 3M | +1.2% | +16.7% | -15.5% | 0.0% |
| 6M | +8.9% | -7.0% | +16.0% | +9.1% |
| YTD | +28.1% | +7.5% | +20.6% | +26.5% |
| 1Y | +53.0% | +34.4% | +18.6% | +48.3% |
| 3Y | +97.9% | +552.0% | -454.1% | +69.3% |
| All | +97.9% | +556.1% | -458.2% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling