+95.0%
ROST vs KGC
+315.0%
-220.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | +0.3% | -6.7% | +6.9% | +0.7% |
| 30D | +0.5% | -6.7% | +7.1% | +0.8% |
| 3M | -5.2% | -22.6% | +17.3% | -4.0% |
| 6M | +9.8% | -33.4% | +43.3% | +12.2% |
| YTD | +29.4% | -26.0% | +55.4% | +30.5% |
| 1Y | +44.4% | -18.3% | +62.7% | +44.5% |
| 3Y | +95.0% | +315.8% | -220.8% | +79.8% |
| All | +95.0% | +315.0% | -220.0% | +79.8% |
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 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