+351.3%
DAL vs KGC
+160.4%
+190.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.1% | +1.9% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | -13.9% | +20.3% | -34.2% | -14.8% |
| 3M | +1.1% | +8.1% | -7.0% | +0.5% |
| 6M | +26.2% | -8.8% | +35.0% | +26.4% |
| YTD | +16.4% | +10.1% | +6.4% | +15.4% |
| 1Y | +33.9% | +44.2% | -10.4% | +31.0% |
| 3Y | +93.4% | +533.0% | -439.6% | +77.1% |
| 5Y | +106.4% | +443.0% | -336.7% | +88.4% |
| 10Y | +143.0% | +678.6% | -535.6% | +117.5% |
| All | +351.3% | +160.4% | +190.9% | +263.1% |
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