+851.5%
DE vs KGC
+698.0%
+153.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -2.6% | -5.6% | +3.1% | -2.2% |
| 30D | +9.0% | +6.1% | +2.9% | +8.5% |
| 3M | +19.1% | +17.3% | +1.8% | +17.7% |
| 6M | +14.4% | -10.3% | +24.7% | +14.7% |
| YTD | +45.9% | +3.9% | +42.1% | +44.7% |
| 1Y | +43.6% | +25.7% | +17.9% | +40.4% |
| 3Y | +75.9% | +526.0% | -450.1% | +53.2% |
| 5Y | +98.8% | +455.5% | -356.7% | +71.7% |
| All | +851.5% | +698.0% | +153.5% | +752.6% |
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