+131.9%
RTX vs KGC
+285.6%
-153.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.4% |
| 7D | -5.1% | +10.5% | -15.6% | -5.9% |
| 30D | +5.1% | -4.1% | +9.2% | +5.3% |
| 3M | -14.8% | -13.1% | -1.7% | -14.3% |
| 6M | +8.0% | -27.5% | +35.6% | +10.1% |
| YTD | +4.5% | -20.7% | +25.2% | +5.1% |
| 1Y | +9.8% | -6.1% | +15.9% | +9.0% |
| 3Y | +144.2% | +318.6% | -174.4% | +104.8% |
| All | +131.9% | +285.6% | -153.7% | +89.7% |
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 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