+167.1%
RTX vs KGC
+450.8%
-283.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.8% |
| 7D | -3.1% | +2.4% | -5.5% | -3.3% |
| 30D | -10.6% | +9.2% | -19.8% | -11.3% |
| 3M | +11.6% | +16.7% | -5.1% | +9.8% |
| 6M | -4.5% | -7.0% | +2.5% | -4.5% |
| YTD | +9.6% | +7.5% | +2.1% | +7.9% |
| 1Y | +30.8% | +34.4% | -3.5% | +25.8% |
| 3Y | +152.8% | +552.0% | -399.1% | +104.4% |
| 5Y | +167.1% | +454.5% | -287.4% | +113.8% |
| All | +167.1% | +450.8% | -283.7% | +113.8% |
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