+108.2%
ROST vs KGC
+454.1%
-345.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.4% |
| 3M | -1.6% | +19.8% | -21.4% | -3.8% |
| 6M | +6.8% | -6.7% | +13.5% | +7.0% |
| YTD | +25.8% | +7.8% | +18.0% | +23.3% |
| 1Y | +52.4% | +35.7% | +16.7% | +44.7% |
| 3Y | +94.4% | +553.7% | -459.3% | +45.7% |
| 5Y | +108.2% | +461.7% | -353.5% | +54.4% |
| All | +108.2% | +454.1% | -345.9% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling