-5.9%
DASH vs KGC
+217.2%
-223.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -10.2% | +0.2% | -10.5% | -10.3% |
| 30D | -8.2% | -8.8% | +0.6% | -6.8% |
| 3M | -15.9% | -21.1% | +5.2% | -12.7% |
| 6M | +13.3% | -32.3% | +45.6% | +20.2% |
| YTD | -21.3% | -23.5% | +2.2% | -19.3% |
| 1Y | -11.1% | -15.0% | +3.8% | -10.9% |
| 3Y | +103.8% | +327.5% | -223.7% | +39.3% |
| 5Y | -21.6% | +244.3% | -265.9% | -47.2% |
| All | -5.9% | +217.2% | -223.2% | -35.6% |
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 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