+467.1%
DDOG vs KGC
+577.2%
-110.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -10.1% | -1.3% | -8.9% | -10.0% |
| 30D | -24.8% | +20.3% | -45.1% | -27.0% |
| 3M | -12.6% | +8.1% | -20.7% | -14.1% |
| 6M | +79.9% | -8.8% | +88.7% | +80.4% |
| YTD | +56.6% | +10.1% | +46.5% | +51.0% |
| 1Y | +61.6% | +44.2% | +17.4% | +47.8% |
| 3Y | +117.9% | +533.0% | -415.2% | +49.7% |
| 5Y | +54.2% | +443.0% | -388.8% | +5.2% |
| All | +467.1% | +577.2% | -110.1% | +294.2% |
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