+128.1%
DAL vs KGC
+496.6%
-368.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.7% | +2.5% | +5.0% |
| 7D | +10.0% | +11.1% | -1.1% | +9.1% |
| 30D | +12.0% | -3.7% | +15.8% | +12.3% |
| 3M | +0.8% | -17.2% | +18.0% | +2.1% |
| 6M | +26.2% | -27.3% | +53.5% | +28.7% |
| YTD | +33.7% | -18.5% | +52.2% | +34.7% |
| 1Y | +57.6% | -5.7% | +63.3% | +57.1% |
| 3Y | +183.5% | +336.5% | -153.0% | +152.6% |
| 5Y | +114.2% | +298.7% | -184.5% | +88.2% |
| 10Y | +128.1% | +538.5% | -410.4% | +103.6% |
| All | +128.1% | +496.6% | -368.5% | +103.6% |
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 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