+99.4%
DE vs KGC
+435.7%
-336.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.5% |
| 7D | -2.4% | -8.4% | +6.0% | -1.5% |
| 30D | +9.7% | +6.3% | +3.4% | +8.9% |
| 3M | +21.4% | +22.4% | -1.1% | +18.5% |
| 6M | +15.0% | -11.4% | +26.4% | +15.7% |
| YTD | +46.4% | +3.1% | +43.3% | +44.3% |
| 1Y | +45.6% | +26.6% | +19.0% | +39.7% |
| 3Y | +76.8% | +525.6% | -448.8% | +33.3% |
| 5Y | +99.4% | +451.7% | -352.2% | +48.5% |
| All | +99.4% | +435.7% | -336.3% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling