+7.4%
DASH vs KGC
+450.1%
-442.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | -10.6% | -1.3% | -9.3% | -10.3% |
| 30D | +2.2% | +20.3% | -18.1% | -2.0% |
| 3M | +32.3% | +8.1% | +24.2% | +29.3% |
| 6M | +19.1% | -8.8% | +27.9% | +19.8% |
| YTD | -6.5% | +10.1% | -16.6% | -10.5% |
| 1Y | -14.9% | +44.2% | -59.1% | -24.1% |
| 3Y | +151.9% | +533.0% | -381.1% | +45.8% |
| All | +7.4% | +450.1% | -442.7% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling