+499.9%
DDOG vs KGC
+563.2%
-63.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | +7.7% | -0.1% | +7.8% | +7.7% |
| 30D | -13.6% | +10.5% | -24.1% | -15.1% |
| 3M | -0.9% | +19.8% | -20.7% | -4.1% |
| 6M | +75.2% | -6.7% | +81.9% | +75.0% |
| YTD | +65.7% | +7.8% | +57.9% | +60.3% |
| 1Y | +60.4% | +35.7% | +24.7% | +48.2% |
| 3Y | +130.7% | +553.7% | -423.0% | +57.4% |
| 5Y | +59.9% | +461.7% | -401.8% | +8.6% |
| All | +499.9% | +563.2% | -63.2% | +318.3% |
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