+105.0%
DAL vs KGC
+635.9%
-530.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -4.9% |
| 7D | +1.4% | -4.1% | +5.5% | +1.8% |
| 30D | +9.1% | -11.6% | +20.7% | +10.1% |
| 3M | -3.5% | -24.5% | +21.0% | -1.5% |
| 6M | +23.4% | -34.6% | +57.9% | +27.1% |
| YTD | +26.0% | -26.2% | +52.2% | +28.1% |
| 1Y | +44.6% | -20.1% | +64.8% | +46.1% |
| 3Y | +162.7% | +312.4% | -149.7% | +134.8% |
| 5Y | +113.0% | +224.9% | -111.9% | +88.5% |
| All | +105.0% | +635.9% | -530.9% | +84.1% |
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