-100.0%
DFNS vs KGC
+188.6%
-288.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +3.0% | -15.2% | -11.7% |
| 7D | -44.0% | +10.5% | -54.5% | -42.8% |
| 30D | -69.1% | -4.1% | -65.1% | -69.1% |
| 3M | -95.6% | -13.1% | -82.6% | -95.7% |
| 6M | -96.2% | -27.5% | -68.6% | -96.4% |
| YTD | -99.6% | -20.7% | -78.9% | -99.6% |
| 1Y | -99.7% | -6.1% | -93.7% | -99.7% |
| 3Y | -100.0% | +318.6% | -418.6% | -100.0% |
| 5Y | -100.0% | +289.9% | -389.9% | -100.0% |
| All | -100.0% | +188.6% | -288.6% | -100.0% |
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