+11.7%
DASH vs KGC
+356.1%
-344.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.2% |
| 7D | -10.6% | -1.3% | -9.3% | -10.4% |
| 30D | +2.2% | +20.3% | -18.1% | -1.5% |
| 3M | +32.3% | +8.1% | +24.2% | +29.6% |
| 6M | +19.1% | -8.8% | +27.9% | +19.7% |
| YTD | -6.5% | +10.1% | -16.6% | -10.0% |
| 1Y | -14.9% | +44.2% | -59.1% | -22.9% |
| 3Y | +151.9% | +533.0% | -381.1% | +60.3% |
| 5Y | +9.4% | +443.0% | -433.6% | -30.8% |
| All | +11.7% | +356.1% | -344.4% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling