-12.1%
DASH vs KGC
-20.2%
+8.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -4.5% | -6.7% | +2.1% | -3.4% |
| 30D | -6.8% | -6.7% | -0.1% | -6.1% |
| 3M | -20.7% | -22.6% | +1.9% | -18.1% |
| 6M | +15.1% | -33.4% | +48.5% | +20.0% |
| YTD | -24.3% | -26.0% | +1.7% | -22.3% |
| 1Y | -12.1% | -18.3% | +6.2% | -10.2% |
| All | -12.1% | -20.2% | +8.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling