+168.1%
DAL vs KGC
+304.9%
-136.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.5% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | +2.3% | -9.3% | +11.6% | +3.4% |
| 3M | -8.1% | -15.9% | +7.8% | -6.6% |
| 6M | +21.4% | -24.9% | +46.3% | +24.7% |
| YTD | +24.3% | -23.0% | +47.3% | +26.4% |
| 1Y | +47.4% | -9.9% | +57.3% | +47.3% |
| All | +168.1% | +304.9% | -136.8% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling