+490.5%
DDOG vs KGC
+534.6%
-44.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -1.0% |
| 7D | +3.2% | -8.4% | +11.7% | +4.6% |
| 30D | -10.2% | +6.3% | -16.5% | -11.2% |
| 3M | -2.6% | +22.4% | -25.0% | -6.0% |
| 6M | +80.1% | -11.4% | +91.6% | +81.3% |
| YTD | +63.0% | +3.1% | +59.9% | +58.7% |
| 1Y | +59.4% | +26.6% | +32.8% | +48.8% |
| 3Y | +127.0% | +525.6% | -398.5% | +55.9% |
| 5Y | +61.7% | +451.7% | -390.0% | +10.2% |
| All | +490.5% | +534.6% | -44.2% | +314.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling