+392.2%
DAL vs KGC
+87.6%
+304.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.9% | +2.0% |
| 7D | +8.8% | +10.5% | -1.7% | +8.3% |
| 30D | +5.4% | -4.1% | +9.4% | +5.6% |
| 3M | -4.9% | -13.1% | +8.1% | -4.4% |
| 6M | +19.8% | -27.5% | +47.4% | +21.4% |
| YTD | +27.0% | -20.7% | +47.7% | +27.8% |
| 1Y | +52.5% | -6.1% | +58.5% | +52.3% |
| 3Y | +173.8% | +318.6% | -144.8% | +155.5% |
| 5Y | +104.5% | +289.9% | -185.4% | +89.7% |
| 10Y | +129.7% | +501.8% | -372.1% | +108.6% |
| All | +392.2% | +87.6% | +304.6% | +302.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling