+381.8%
DAL vs KGC
+82.1%
+299.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.4% |
| 7D | +4.6% | 0.0% | +4.6% | +4.6% |
| 30D | +2.3% | -9.3% | +11.6% | +2.8% |
| 3M | -8.1% | -15.9% | +7.8% | -7.5% |
| 6M | +21.4% | -24.9% | +46.3% | +22.8% |
| YTD | +24.3% | -23.0% | +47.3% | +25.3% |
| 1Y | +47.4% | -9.9% | +57.3% | +47.5% |
| 3Y | +164.6% | +301.2% | -136.6% | +147.4% |
| 5Y | +100.2% | +278.5% | -178.3% | +86.0% |
| 10Y | +124.9% | +484.3% | -359.4% | +104.5% |
| All | +381.8% | +82.1% | +299.7% | +294.2% |
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