-99.6%
DFNS vs KGC
-15.5%
-84.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.3% | +13.0% | +12.8% |
| 7D | -13.0% | +0.2% | -13.2% | -13.4% |
| 30D | -56.9% | -8.8% | -48.0% | -56.3% |
| 3M | -93.2% | -21.1% | -72.1% | -92.9% |
| 6M | -95.4% | -32.3% | -63.1% | -95.2% |
| YTD | -99.5% | -23.5% | -76.1% | -99.5% |
| All | -99.6% | -15.5% | -84.1% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling