-5.8%
DASH vs KGC
+296.2%
-301.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.1% |
| 7D | -4.8% | +11.1% | -15.9% | -6.9% |
| 30D | -7.9% | -3.7% | -4.2% | -7.4% |
| 3M | -16.3% | -17.2% | +0.9% | -13.6% |
| 6M | +10.4% | -27.3% | +37.7% | +16.4% |
| YTD | -20.1% | -18.5% | -1.6% | -19.0% |
| 1Y | -11.4% | -5.7% | -5.7% | -13.4% |
| 3Y | +114.1% | +336.5% | -222.4% | +32.1% |
| 5Y | -5.8% | +298.7% | -304.5% | -30.8% |
| All | -5.8% | +296.2% | -301.9% | -30.8% |
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