-9.4%
DASH vs KGC
+289.8%
-299.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.8% | -10.2% | -9.6% |
| 7D | +0.5% | 0.0% | +0.6% | +0.5% |
| 30D | -7.1% | -9.3% | +2.2% | -5.3% |
| 3M | -13.2% | -15.9% | +2.7% | -10.7% |
| 6M | +8.3% | -24.9% | +33.1% | +13.2% |
| YTD | -20.6% | -23.0% | +2.5% | -18.5% |
| 1Y | -24.4% | -9.9% | -14.5% | -25.3% |
| 3Y | +94.5% | +301.2% | -206.7% | +22.6% |
| 5Y | -9.4% | +278.5% | -288.0% | -33.6% |
| All | -9.4% | +289.8% | -299.3% | -33.6% |
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 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