+74,203.7%
ROST vs KGC
+217.8%
+73,985.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | -1.8% | +0.2% | -2.1% | -1.8% |
| 30D | +6.8% | -8.8% | +15.7% | +7.0% |
| 3M | -4.0% | -21.1% | +17.1% | -3.6% |
| 6M | +12.9% | -32.3% | +45.2% | +13.7% |
| YTD | +34.7% | -23.5% | +58.2% | +35.2% |
| 1Y | +49.5% | -15.0% | +64.5% | +49.6% |
| 3Y | +101.5% | +327.5% | -226.0% | +94.6% |
| 5Y | +120.7% | +244.3% | -123.6% | +113.1% |
| 10Y | +317.8% | +634.8% | -316.9% | +296.6% |
| All | +74,203.7% | +217.8% | +73,985.9% | +68,840.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling