+102.1%
DASH vs KGC
+304.9%
-202.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.5% |
| 7D | +0.5% | 0.0% | +0.6% | +0.4% |
| 30D | -7.1% | -9.3% | +2.2% | -6.0% |
| 3M | -13.2% | -15.9% | +2.7% | -11.5% |
| 6M | +8.3% | -24.9% | +33.1% | +11.4% |
| YTD | -20.6% | -23.0% | +2.5% | -19.0% |
| 1Y | -24.4% | -9.9% | -14.5% | -24.6% |
| All | +102.1% | +304.9% | -202.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling