+204.4%
RSP vs KGC
+645.2%
-440.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -0.4% | +2.4% | -2.8% | -0.6% |
| 30D | -1.5% | +9.2% | -10.8% | -2.3% |
| 3M | +4.8% | +16.7% | -11.9% | +3.3% |
| 6M | +10.3% | -7.0% | +17.3% | +10.3% |
| YTD | +14.1% | +7.5% | +6.6% | +12.6% |
| 1Y | +17.0% | +34.4% | -17.3% | +13.3% |
| 3Y | +54.2% | +552.0% | -497.8% | +31.2% |
| 5Y | +51.5% | +454.5% | -403.0% | +28.2% |
| 10Y | +204.4% | +658.7% | -454.3% | +161.0% |
| All | +204.4% | +645.2% | -440.8% | +161.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling