+375.1%
DDOG vs KGC
+372.3%
+2.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.1% |
| 7D | -19.1% | +8.0% | -27.1% | -20.2% |
| 30D | -39.2% | -9.3% | -29.9% | -38.4% |
| 3M | -31.6% | -21.3% | -10.3% | -29.7% |
| 6M | -10.9% | -31.5% | +20.6% | -6.9% |
| YTD | +31.2% | -23.2% | +54.4% | +32.7% |
| 1Y | -10.7% | -15.0% | +4.4% | -11.3% |
| 3Y | +72.1% | +328.7% | -256.6% | +25.0% |
| 5Y | -5.5% | +262.9% | -268.4% | -32.0% |
| All | +375.1% | +372.3% | +2.8% | +246.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling