+122.8%
DAL vs KGC
+523.1%
-400.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.9% | +1.9% |
| 7D | +8.8% | +10.5% | -1.7% | +7.9% |
| 30D | +5.4% | -4.1% | +9.4% | +5.7% |
| 3M | -4.9% | -13.1% | +8.1% | -4.1% |
| 6M | +19.8% | -27.5% | +47.4% | +22.3% |
| YTD | +27.0% | -20.7% | +47.7% | +28.3% |
| 1Y | +52.5% | -6.1% | +58.5% | +52.1% |
| 3Y | +173.8% | +318.6% | -144.8% | +144.7% |
| 5Y | +104.5% | +289.9% | -185.4% | +80.1% |
| All | +122.8% | +523.1% | -400.3% | +99.3% |
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