+152.8%
RTX vs KGC
+562.0%
-409.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -5.2% | -1.3% | -3.9% | -5.1% |
| 30D | -9.4% | +20.3% | -29.7% | -10.6% |
| 3M | +12.3% | +8.1% | +4.2% | +11.3% |
| 6M | -3.1% | -8.8% | +5.6% | -3.1% |
| YTD | +10.7% | +10.1% | +0.6% | +9.2% |
| 1Y | +28.4% | +44.2% | -15.8% | +23.9% |
| All | +152.8% | +562.0% | -409.2% | +108.6% |
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